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salonijainnn salonijainnn
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Suppose the quoted price for a June 2032 10-year CGB futures contract is 118.35. The 6%, 10-year Government of Canada bonds make semiannual coupon payments. What is the implied annual yield on the futures contract?


1.89%



3.00%



3.78%



6.00%

Textbook 
 Financial Management: Theory and Practice

Financial Management: Theory and Practice


Edition: 4th
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ahgoebelahgoebel
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