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You purchase an interest rate futures contract that has an initial margin requirement of 15% and a futures price of $127,563. The contract has a

You purchase an interest rate futures contract that has an initial margin requirement of 15% and a futures price of $127,563. The contract has a $100,000 underlying par value bond. If the futures price falls to $122,500, what is the return on your investment? Answer this one in decimals, not in percentage. Use 4 decimal places. Example: 0.1578

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