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Business, 11.12.2019 21:31 maysahdabest

"suppose a $100,000 t-bond futures contract whose underlying's duration is 9 years and has a current market price of $98,750. market interest rates are 6 percent today but are expected to rise to 7.5 percent. what is the expected change in this futures contract's market price as a result of this change in interest rates?

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