Find the annualized implied repo rate on a t-bond arbitrage
Find the annualized implied repo rate on a T-bond arbitrage if the spot price is 112.25, the accrued interest is 1.35, the futures price is 114.75, the CF is 1.0125, the accrued interest at delivery is 0.95, and the holding period is three months.
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find the annualized implied repo rate on a t-bond arbitrage if the spot price is 11225 the accrued interest is 135 the
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