Question
Compute the profit of a short position on a T-bond futures if the futures price on the opening date is 112-17 and the price on
Compute the profit of a short position on a T-bond futures if the futures price on the opening date is 112-17 and the price on the closing date is 108-30.
(par value per contract = $100,000).
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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
