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

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統計: A(0), B(12), C(1), D(15), E(0) #1812830

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私人筆記#2964359
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最便宜交割債券的算法有3種題目大部分都用...
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