NO.PZ2019010402000058
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：
1. 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。
2. 本题求解的是Q0 ，即上图中右下角的结果是130.2094，不是求解的F0。
所以为什么计算的时候不加AI0？能解释一下吗？
