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Suppose the December CBOT Treasury Bond Futures Contract Has a Quoted

Question 4

Multiple Choice

Suppose the December CBOT Treasury bond futures contract has a quoted price of 80'07.What is the implied annual interest rate inherent in the futures contract?


A) 6.86%
B) 7.22%
C) 7.60%
D) 8.00%
E) 8.40%

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