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(Remember that Treasury bonds are quoted in 32nds) By what amount will the market value of a treasury bond futures contract change if interest rates
(Remember that Treasury bonds are quoted in 32nds) 
By what amount will the market value of a treasury bond futures contract change if interest rates rise from 5 to 5.75 percent? The underlying treasury bond has a duration of 15.48 years and the Treasury bond futures contract is currently being quoted at 113-12 Step by Step Solution
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Health Care Finance Basic Tools For Nonfinancial Managers
Authors: Judith Baker
2nd Edition
0763726605, 9780763726607
