Treasury bond futures settlement price

Assignment Help Business Management
Reference no: EM132202088

On March 16, the March Treasury bond futures settlement price was 101 21/32. Assume that the 12 1/2 percent bond maturing in about 22 years is the cheapest bond to deliver. The CF is 1.4639. Assume that the price at 3:00 P.M. was 150 15/32. Determine the price at 5:00 P.M. that would be necessary to justify delivery.

Reference no: EM132202088

Questions Cloud

Example derives from telecommunication industry : What is meant by the 'Globalization of Markets, provide example derives from telecommunication industry?
What is wrigley current weighted-average cost of capital : At a broad level what is Blanka Dobrynin hoping to accomplish through her activist-investor strategy? What is Wrigley current weighted-average cost of capital
What is the probability of a type i error : Assume that the standard deviation for the amount in each bag is 1.2 pounds.
What is the empirical relevance of the h-o theory : What is the empirical relevance of the H-O theory and the new trade theories? What is the relationship between transportation costs and nontraded goods?
Treasury bond futures settlement price : On March 16, the March Treasury bond futures settlement price was 101 21/32. Assume that the 12 1/2 percent bond maturing in about 22 years
Construct a hedge that will protect against movements : Construct a hedge that will protect against movements in the stock market as a whole. Use the September stock index futures
International trade negotiations : Discuss intellectual property and the major issues it has on international trade negotiations.
Difference between positive economics and normative economic : Define stock, bond, and mutual fund. What are the benefits and risks associated with each of these investments?
How do you think economic relates : How do you think economic relates to you in your own life an example.

Reviews

Write a Review

Business Management Questions & Answers

  Identify the key stakeholders and introduce organization

Identify the key stakeholders, and introduce the organization. Summarize the context of the ethical dilemma with specific facts (who, what, where, when, why).

  Applications of the strategy formulation framework

How would for-profit and nonprofit organizations differ in their applications of the strategy formulation framework?

  After-tax cash flow effects of selling

A new, improved processor is now available, and the firm is considering making a switch. The firm's marginal tax rate is 40 percent. What are the after-tax cash flow effects of selling the old processing unit if it can be sold for the following pr..

  Ip from leaking or being stolen

What do you believe can be done to protect your IP from leaking or being stolen?

  Union optimism in the white collar area

Although white collar workers possess certain unique general properties that may tend to work against unionization in any event, present as strong

  Illustrate what is the net present value of this property

Assuming the required rate of return is 14% for investments with this degree of risk; illustrate what is the net present value of this property if the purchase price is $28,000 today?

  What activities sustain change best

How can a leader sustain change but avoid developing such an insistence on the new change that the organization can't change again next time?

  Money management and financial planning

From the case study, suggest a new business strategy for this company, forecasting potential growth for the next five years.

  How does code of ethics or ethical plan align with your goal

How does your code of ethics or ethical plan align with your major goals? How will you ensure that employees are representing the company with integrity and ethical behavior?

  How one leadership model interacts with important outcomes

Describe and explain how one leadership model interacts with the most important performance outcomes with regard to teams.

  Mobile devices and self-service e-commerce

Imagine that you have been hired by the startup e-Commerce company Sports R US to provide a convenient self-service solution for customers accessing sports products.

  Budget assume in action plan development

What role does the budget assume in action plan development, selection, and implementation?

Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd