单选题
编号:2695269
1. Consider a U.S. Treasury bond futures contract where the hypothetical deliverable bond has a coupon of 3.0%. At expiration of the futures contract, the short chooses to deliver a bond with a coupon of 3.8%. The conversion factor of this bond is most likely:
- A.Equal to 1.
- B.Less than 1.
- C.Greater than 1.