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Suppose that for a Treasury bond futures contract, thecheapest-to-deliver bond is a 4% coupon bond with a quoted price of114.50 and conversion factor of 1.3150.

Suppose that for a Treasury bond futures contract, thecheapest-to-deliver bond is a 4% coupon bond with a quoted price of114.50 and conversion factor of 1.3150. The futures contractmatures in six m 2 answers

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