Question 2 5 pts A Treasury Bond futures contract is selling in the market for $98,214 and has a duration of 8 years. Th
-
- Site Admin
- Posts: 899603
- Joined: Mon Aug 02, 2021 8:13 am
Question 2 5 pts A Treasury Bond futures contract is selling in the market for $98,214 and has a duration of 8 years. Th
Question 2 5 pts A Treasury Bond futures contract is selling in the market for $98,214 and has a duration of 8 years. The same Treasury Bond is selling in the cash market for $98,907 and has a duration of 8.25 years. What is the basis for this futures contract?