Interest rate futures contract that has an initial margin

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Reference no: EM13922041

You purchase an interest rate futures contract that has an initial margin requirement of 12% and a futures price of $152,140. The contract has a $125,000 underlying par value bond. If the futures price falls to $145,500, you will experience a ______ loss on your money invested.

A) 36.37%

B) 26.00%

C) 47.37%

D) 59.37%

Reference no: EM13922041

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