问题如下：
Eden wants to purchase a 15-year Treasury note futures contract. The
underlying 3%, semi-annual Treasury note has a dirty price of 105. It has been
60 days since the last coupon payment. The futures contract expires in 90
days. The current annualized three-month risk-free rate is 1.60%. The
conversion factor is 0.80. the equilibrium quoted futures
contract price based on the carry arbitrage model is:
选项：
A. 103.1665
B. 104.1675
C. 130.2094
解释：
C is correct。
画图法解析如下：
注意：
计算AIT 时对应的时间是150天。
站在0时刻距离上一次票息日是60天，然后合约是接下来的90天，所以在T时刻对应的AI是150天的。
这道题目里的AI，我没太明白，semi annual的债券，距离上次付息60天，还有90天到期………到期也得付息吧。那这中间不是半年付息啊？所以这答案里AIT计算我就也没明白。 能否详细告知一下…
