- +44 141 628 6080
- info@tutorsglobe.com

A treasury bond futures contract settles at 1058 what is

A Treasury bond futures contract settles at 105'8.

What is the present value of the futures contract in dollars?

Calculate the implied annual interest rate on the futures contract?

Calculate the new value of the futures contract if interest rates increase by 1 percentage point annually.

Calculate your profit or loss if you sold a futures contract at 105-8 and purchased an offsetting contract when rates increased by 1 percentage point annually.

Expected delivery within 24 Hours

1946786

Questions

Asked

3,689

Active Tutors

1457444

Questions

Answered

**
Start Excelling in your courses, Ask a tutor for help and get answers for your problems !! **

©TutorsGlobe All rights reserved 2022-2023.

## Q : Company b is a project and has raised floating-rate funds

1 borrowing costs of two companies a and b in the fixed rate and floating rate markets are given belowcompany b is a