How much profit will T.J. make if he short sells four contracts at 94.35 and bank bill yields do go up 0.5%— that is, if T.J. covers his short position when bank bill futures contracts are quoted at...


How much profit will T.J. make if he short sells four contracts at 94.35 and bank bill yields do go up 0.5%— that is, if T.J. covers his short position when bank bill futures contracts are quoted at 93.85? Also, calculate the return on invested capital from this transaction.



May 26, 2022
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