1. 某債券期貨契約報價為 116.50,請問下列四種債券何者為最便宜可交割債券 (Cheapest-to-Deliver Bond)?
(A)Quoted price = 101.50;conversion factor = 0.8510
(B)Quoted price = 114.53;conversion factor = 0.9550
(C)Quoted price = 98.62;conversion factor = 0.8250
(D)Quoted price = 96.11;conversion factor = 0.8110
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統計: A(2), B(3), C(0), D(24), E(0) #1609876
統計: A(2), B(3), C(0), D(24), E(0) #1609876