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  2. Calculate your profit or loss if you sold a futures contract at 98-8 and purchased an offsetting contract when rates increased by 1 percentage point annually.

Calculate your profit or loss if you sold a futures contract at 98-8 and purchased an offsetting contract when rates increased by 1 percentage point annually.

Posted by:Adam Posted on:Jul 26,2020
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A Treasury bond futures contract settles at 98'8. a. What is the present value of the futures contract in dollars? b. If the contract settles at
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