Suppose the september cbt treasury bond futures contract


Suppose the September CBT Treasury bond futures contract has a quoted price of 11.2-09. What is the implied annual interest rate inherent in this futures contract?

A 4.94%
B 3.63%
C 4.40%
D 4.84%
E 5.66%

 

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Finance Basics: Suppose the september cbt treasury bond futures contract
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