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
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?