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option a is incorrect Cash price of the bond is 116.978. The next coupon of S6 will be paid in 122 days (0.3342 years). The

option "a" is incorrect image text in transcribed
Cash price of the bond is 116.978. The next coupon of S6 will be paid in 122 days (0.3342 years). The term structure is flat, and the interest rate is 10%. Using the parity equation for T-bond futures, find the cash futures price for delivery in 250 days (0.6849 years) Round to the nearest integer. O a. 115 O b. 125 C. 120 O d. 110

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