Question 1 1 pts Which of the following is NOT a feature of the delivery of a Treasury bond (T-bond) futures? The party with a short position may submit a notice of intention to deliver after the settlement price is calculated. There may be price discrepancies because the cheapest-to-deliver bond is unknown. The cheapest-to-deliver bond is the one with the lowest futures settlement price conversion factor. T-bonds futures prices are quoted relative to a standardized hypothetical 6% bond. D Question 2 1 pts The 380-day LIBOR zero rate is 4.2%. The implied forward rate calculated from the 90-day Eurodollar futures contract for the 380-470 day period is 2.6%. These rates are expressed with semi-annual compounding. What is the 470-day LIBOR zero rate, expressed with continuous compounding? Note: Express your answer as a number (not %). Please round to 4 decimal places