Suppose that the T-Bond futures price is 101-12. The following information is given about four bonds. BondCash
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Question:
Suppose that the T-Bond futures price is 101-12. The following information is given about four bonds.
BondCash PriceConversion Factor
1125-051.2131
2142-151.3792
3115-311.1149
4144-021.4026
Which of the four bonds would be the cheapest to deliver?
Bond 3
Bond 2
Bond 4
Bond 1
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