The duration of a 3-month Treasury futures contract is 3.46 years. What is the duration of the underlying Treasury note?
A)2.98 years
B)3.11 years
C)3.21 years
D)3.36 years
E)3.48 years

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The Answer of The duration of a 3-month Treasury futures contract is 3.46 years. What is the duration of the underlying Treasury note?
A)2.98 years
B)3.11 years
C)3.21 years
D)3.36 years
E)3.48 years

The Duration of a 3-Month Treasury Futures Contract Is 3