Find the annualized implied repo rate

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Find the annualized implied repo rate on a T-bond arbitrage if the spot price is 122.25, the accrued interest is 1.58, the futures price is 123.?5 the Conversion Factor is 1.025. the accrued interest at deliil'erllr is 0.90, and the holding period is three months.

Reference no: EM133056850

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