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The current price of a 5% coupon, 20 year treasury bond is 983.33. These bonds are earning 5.14%. The risk free rate is 2%. Find
- The current price of a 5% coupon, 20 year treasury bond is 983.33. These bonds are earning 5.14%. The risk free rate is 2%. Find the futures price for a one year Tbond futures. (952.45)
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Quantitative Financial Analytics The Path To Investment Profits
Authors: Edward E Williams, John A Dobelman
1st Edition
9813224258, 978-9813224254
