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How to calculate the bid and ask price for a replication portfolio? And how to calculate strategy profits? Please give the formula. begin{tabular}{l|r} hline US

image text in transcribedHow to calculate the bid and ask price for a replication portfolio? And how to calculate strategy profits? Please give the formula.

\begin{tabular}{l|r} \hline US Fed Funds & 5.31% \\ \hline 3 - Month Treasury Bill & 5.28% \\ \hline 1 - Year Treasury Bill & 5.97% \\ \hline & \\ \hline Short Bond & 97.22 \\ \hline Last Price & 97.22 \\ \hline Bid Price & 97.29 \\ \hline Ask Price & 207 \\ \hline Bid Quantity & 1003 \\ \hline Ask Quantity & \\ \hline Long Bond & 94.51 \\ \hline Last Price & 94.44 \\ \hline Bid Price & 94.51 \\ \hline Ask Price & 884 \\ \hline Bid Quantity & 132 \\ \hline Ask Quantity & \\ \hline \end{tabular} \begin{tabular}{l|r|} \hline Future & 97.18 \\ \hline Last Price & 97.1 \\ \hline Bid Price & 97.18 \\ \hline Ask Price & 867 \\ \hline Bid Quantity & 149 \end{tabular} Synthetic 1-year Bond Actual 1-year Bond Strategy Profits Short Synthetic/ Long Actual Short Actual/ Long Synthetic \begin{tabular}{l|r} \hline US Fed Funds & 5.31% \\ \hline 3 - Month Treasury Bill & 5.28% \\ \hline 1 - Year Treasury Bill & 5.97% \\ \hline & \\ \hline Short Bond & 97.22 \\ \hline Last Price & 97.22 \\ \hline Bid Price & 97.29 \\ \hline Ask Price & 207 \\ \hline Bid Quantity & 1003 \\ \hline Ask Quantity & \\ \hline Long Bond & 94.51 \\ \hline Last Price & 94.44 \\ \hline Bid Price & 94.51 \\ \hline Ask Price & 884 \\ \hline Bid Quantity & 132 \\ \hline Ask Quantity & \\ \hline \end{tabular} \begin{tabular}{l|r|} \hline Future & 97.18 \\ \hline Last Price & 97.1 \\ \hline Bid Price & 97.18 \\ \hline Ask Price & 867 \\ \hline Bid Quantity & 149 \end{tabular} Synthetic 1-year Bond Actual 1-year Bond Strategy Profits Short Synthetic/ Long Actual Short Actual/ Long Synthetic

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