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    Exam 6: Interest Rate Futures
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    Which of the Following Day Count Conventions Applies to a US
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Which of the Following Day Count Conventions Applies to a US

Question 7

Question 7

Multiple Choice

Which of the following day count conventions applies to a US Treasury bond?


A) Actual/360
B) Actual/Actual (in period)
C) 30/360
D) Actual/365

Correct Answer:

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