Question
Compute the initial price of a futures contract on the same ZCB of the previous two questions. The futures contract has an expiration of t
Compute the initial price of a futures contract on the same ZCB of the previous two questions. The futures contract has an expiration of t = 4t=4. Submission Guideline: Give your answer rounded to 2 decimal places. For example, if you compute the answer to be 73.2367%, submit 73.24.
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Modern Portfolio Theory and Investment Analysis
Authors: Edwin Elton, Martin Gruber, Stephen Brown, William Goetzmann
9th edition
9781118805800, 1118469941, 1118805801, 978-1118469941
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