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    Exam 22: Futures and Forwards
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    If T-Bond Futures Prices Decrease to 81-27/32<sup>nds</sup>, What Is the Value
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If T-Bond Futures Prices Decrease to 81-27/32nds, What Is the Value

Question 97

Question 97

Multiple Choice

If T-bond futures prices decrease to 81-27/32nds, what is the value of the futures hedge position?


A) $81,270,000.
B) $24,553,125.
C) $26,700,000.
D) $812,700.
E) $28,387,500.

Correct Answer:

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