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What is the implied interest rate on a Treasury bond ($100,000) futures contract that settled at 100'16? If interest rates increased by 1%, what would
What is the implied interest rate on a Treasury bond ($100,000) futures contract that settled at 100'16? If interest rates increased by 1%, what would be the contracts new value? Answer according to book is Rd= 5.96% but I dont know how they arrived at that
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The Public Private Partnership Handbook
Authors: Malcolm Morley
1st Edition
0749474262, 978-0749474263
