12. The cheapest-to-deliver issue is the issue in the deliverable basket that has the largest implied repo

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12. The cheapest-to-deliver issue is the issue in the deliverable basket that has the largest implied repo rate.

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Measuring And Controlling Interest Rate And Credit Risk

ISBN: 9780471268062

2nd Edition

Authors: Frank J. Fabozzi, Steven V. Mann, Moorad Choudhry

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