Question
A 90day Tbill is quoted at 94.35, and a 180day Tbill is quoted at 94.07. Assume a face value of $1,000,000. a. What is the
A 90day Tbill is quoted at 94.35, and a 180day Tbill is quoted at 94.07. Assume a face value of $1,000,000. a. What is the 90day risk free rate? % Round your answer to two decimals. b. What is the price of the shorter maturity T-bill in dollars? $ Round your answer to the dollar. c. What is the noarbitrage price of a Tbill futures contract that expires in 90 days in dollars?
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Financial Systems In Troubled Waters Information Strategies And Governance To Enhance Performances In Risky Times
Authors: Alessandro Carretta , Gianluca Mattarocci
1st Edition
0415628792, 978-0415628792
