What is the cash futures price if the contract were written, Finance Basics

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What is the cash futures price if the contract were written

Problem

Assume the quoted futures price of a Treasury bond futures with the delivery in 75 days is 74.16. The cheapest-to-delivery bond has a 9% coupon per annum, which is paid semi-annually. The bond has a conversion factor of 1.55. The next coupon is in 30 days from now, and the next coupon thereafter is in 213 days from now. The term structure is flat with 8% interest rate (continuous compounding). What is the cash futures price if the contract were written on the 9% bond?

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