Question
What is the implied interest rate on a Treasury bond ($100,000, 6% coupon, semiannual payment with 20 years to maturity) futures contract that settled at
What is the implied interest rate on a Treasury bond ($100,000, 6% coupon, semiannual payment with 20 years to maturity) futures contract that settled at 100'20? Do not round intermediate calculations. Round your answer to two decimal places.
If interest rates increased by 1%, what would be the contract's new value? Do not round intermediate calculations. Round your answer to the nearest cent.
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How To Trade With High Probability
Authors: Ricardo Moneta
1st Edition
1542590159, 978-1542590150
