What is the role of the conversion factors - what is the
With respect to Treasury bond futures contract:
a. What is the role of the conversion factors?
b. What is the significance of the cheapest-to-deliver issue for a Treasury bond futures contract?
c. How is the cheapest-to-deliver issue determined?
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1 in determining the theoretical price of a treasury bond futures contracts explain why it is necessary to modify the
with respect to treasury bond futures contracta what is the role of the conversion factorsb what is the significance of
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