Details of this Paper

What is the implied interest rate on a Treasury bond ($100,00)

Description

solution


Question

11- What is the implied interest rate on a Treasury bond ($100,00) futures contract that settled at 102`16? If the interest rates increased by %1, what would be the contract`s new value? Please assume this is a 6%, 20 year bond paid semiannually.

 

Paper#26895 | Written in 18-Jul-2015

Price : $17
SiteLock