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Given the following continuously compounded zero-rates, what is the 1-year futures price on a bond that matures in 2.5 years and has a coupon rate

Given the following continuously compounded zero-rates, what is the 1-year futures price on a bond that matures in 2.5 years and has a coupon rate of 4.25%? $1008 $1001 $993 None of the above

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