What is the implied interest rate on a Government of Canada bond ($100,000) futures contract that settled

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What is the implied interest rate on a Government of Canada bond ($100,000) futures contract that settled at 100.50? If interest rates increased by 1%, what would be the contract's new value?

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Financial Management Theory and Practice

ISBN: 978-0176517304

2nd Canadian edition

Authors: Eugene Brigham, Michael Ehrhardt, Jerome Gessaroli, Richard Nason

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Question Posted: May 02, 2016 11:25 AM

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What is the implied interest rate on a Government of Canada bond ($100,000) futures contract that settled

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Futures contract settled at 10050 of 100000 contract value so PV 1005 1000 1005 100 b...View the full answer

Financial Management Theory and Practice

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