Calculate the theoretical price of a futures contract for


The spot price for a T-bill that matures in 91 days is 98.875 while the spot price for a T-bill that matures in 273 days is 95.125.

(a) Calculate the theoretical price of a futures contract for 182-day T-bill with delivery in 91 days.

Request for Solution File

Ask an Expert for Answer!!
Financial Management: Calculate the theoretical price of a futures contract for
Reference No:- TGS02767240

Expected delivery within 24 Hours