Calculate the value of futures contract on treasury bond

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Reference no: EM131587153

Calculate the value of a six-month futures contract on a Treasury bond. You have the following information: (Do not round intermediate calculations. Round your answer to 3 decimal places.)

Six-month interest rate: 11% per year

Spot price of bond: 93.50.

Bond coupon: 9%, paid as 4% every six months.

Contract value $____________

Reference no: EM131587153

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