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    Derivatives and Risk Management Study Set 2
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    Exam 9: Futures Arbitrage Strategies
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    The Implied Interest Rate Based on Treasury Bond Carry Arbitrage
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The Implied Interest Rate Based on Treasury Bond Carry Arbitrage

Question 54

Question 54

True/False

The implied interest rate based on Treasury bond carry arbitrage will decrease when the cheapest-to-deliver bond price increases,everything else held constant.

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