22-112 What is the gain or loss on the futures position using T-Bonds if the shock to interest rates is 0.01,i.e.$\Delta$R/(1+R)= .01 $\implies$$\Delta$Rf/(1+Rf)= .01?
A)$16,320,960 loss.
B)$16,312,320 gain.
C)$15,552,750 gain.
D)$15,552,750 loss.
E)$13,252,250 gain.

Question

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The Answer of 22-112 What is the gain or loss on the futures position using T-Bonds if the shock to interest rates is 0.01,i.e.$\Delta$R/(1+R)= .01 $\implies$$\Delta$Rf/(1+Rf)= .01?
A)$16,320,960 loss.
B)$16,312,320 gain.
C)$15,552,750 gain.
D)$15,552,750 loss.
E)$13,252,250 gain.

22-112 What Is the Gain or Loss on the Futures Δ\DeltaΔ

22-112 What Is the Gain or Loss on the Futures $\Delta$