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    Fixed Income Securities
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    Exam 1: An Introduction to Fixed Income Markets
  5. Question
    You fiNd a Bond That Has a Repo Rate Substantially
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You fiNd a Bond That Has a Repo Rate Substantially

Question 8

Question 8

Essay

You find a bond that has a repo rate substantially lower than the GCR. Is this, for certain, an arbitrage opportunity?

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No, it might be that the bond is short o...

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