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The spot price for a T-bill that matures in 91 days is 98.875 while the spot price for a T-bill that matures in 273 days
The spot price for a T-bill that matures in 91 days is 98.875 while the spot price for a T-bill that matures in 273 days is 95.125.
(a) Calculate the theoretical price of a futures contract for 182-day T-bill with delivery in 91 days.
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