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You have a short position on a Treasury bond futures contract. The most recent settlement price is 1 0 1 - 0 6 . The

You have a short position on a Treasury bond futures contract. The most recent settlement price is 101-06. The bond you have chosen to deliver is a 9% coupon bond with 19 years, 5 months and 12 days left until maturity, with accrued interest of $0.47. What will you receive at delivery? (Reminder: Treasury bond futures contract size is $100,000)

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