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    Exam 7: Interest Rate Forwards and Futures
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    Compute the Conversion Factor on a Semi-Annual 6\( \frac{1}{2} \)
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Compute the Conversion Factor on a Semi-Annual 6 12 \frac{1}{2} 21​

Question 15

Question 15

Multiple Choice

Compute the conversion factor on a semi-annual 6.8% coupon bond,which matures in exactly 5 12 \frac{1}{2} 21​ years.


A) 1.037
B) 1.046
C) 1.052
D) 1.068

Correct Answer:

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