What is the duration of the underlying treasury note
Problem: The duration of a six-month Treasury futures contract is 6.57 years. What is the duration of the underlying Treasury note? O A. 6.07 years 0 B. 6.32 years O C. 7.07 years O D. 6.57 years
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The duration of a six-month Treasury futures contract is 6.57 years. What is the duration of the underlying Treasury note?
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