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Question: Calculate the value of a six-month futures contract on a Treasury bond. You have the following information: (Do not round intermediate calculations. Round your answer to 3 decimal places.)

- Six-month interest rate: 9% per year

- Spot price of bond: 91.75.

- Bond coupon: 7%, paid as 4% every six months.

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Category:- Basic Finance
Reference No.:- M92790771

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