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Understanding Dollar Rolls 1. What is the accrued interest on 11/14/22? 2. What is the amount invested on 11/14/22 ? 3. What is the interest

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Understanding Dollar Rolls 1. What is the accrued interest on 11/14/22? 2. What is the amount invested on 11/14/22 ? 3. What is the interest earned if invested at the reinvestment rate for 29 days? (use actual/360 convention) 4. What is the total cash value of the roll position on 12/13/22 before buying back the pool? 5. What is the accrued interest on 12/13/22? 6. What is the forward price on 12/13/22? Understanding Dollar Rolls 1. What is the accrued interest on 11/14/22? 2. What is the amount invested on 11/14/22 ? 3. What is the interest earned if invested at the reinvestment rate for 29 days? (use actual/360 convention) 4. What is the total cash value of the roll position on 12/13/22 before buying back the pool? 5. What is the accrued interest on 12/13/22? 6. What is the forward price on 12/13/22

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