Basically there are two Bonds A and B and I need to find a few things about them. I use the formula with the yield to maturity (and notional = 1) to compute the Conversion factors at point 5a (the formula for Price of the bond with yield to maturity equal to 6%) and I find that CF_A = $0.98$ and CF_B = $1.12$.
However now I'm stuck after point a, since I don't understand how can i compute the different points:
5b. How can I get the number of deliverable bonds from the CF? Is there a formula? I tried asking the professor he just told me it depends on the CF itself...
5c. How can I compute the Implied Repo rate? What do I need ?
5d/5e. I know that we need to have a minimization problem with the notes basis in order to find the CTD, but I don't understand how I can do it in matlab.
If someone can help, even with only point 5b. it would be amazing! This is just a quick exercise the professor gave us to practice, nothing too serious!