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What is the duration of a futures contract that settles in 5 months when the cheapest-to-deliver bond on this contract has a 6% coupon and

What is the duration of a futures contract that settles in 5 months when the cheapest-to-deliver bond on this contract has a 6% coupon and matures in 25 months? The zero-rate curve is flat at 2.5% per annum continuously compounded. 1.767 1.584 1.435 None of the above

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