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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

Posted: Wed Mar 30, 2022 3:42 pm
by answerhappygod
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 1
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 1 (50.59 KiB) Viewed 45 times
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?