試題詳解

35. 某債券期貨契約報價為 103.5，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 = 109; conversion factor = 1.0400
(B)Quoted price = 131; conversion factor = 1.3000
(C)Quoted price = 141; conversion factor = 1.3250
(D)Quoted price = 158; conversion factor = 1.5200