Julie wells has found a treasury bond futures contract, Financial Management

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Julie wells has found a treasury bond futures contract

Julie wells has found a treasury bond futures contract whose underlying duration is 8.5 years and is currently selling for 97500. Interest rates are currently 8 percent and are expected to rise by 1.5 percent what is te expected change in the future contracts price for this change in interest rates?

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Financial Management: Julie wells has found a treasury bond futures contract

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Financial Management: Julie wells has found a treasury bond futures contract

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