A dealer quotes for a EUR 1 million deposit from 5 May to 31 August, at 4.7% on an ACT/360 basis in the usual way. What would the quote be if the customer wanted it converted to an ACT/365 basis or a 30/360 basis?

A CD is issued with face value USD 3 million, a coupon of 5.25% and a term of 91 days. A dealer buys this CD in the secondary market, when it has only 30 days left to maturity and the yield is quoted as 5.17/5.27%. How much does he pay for it?

need Both answer with explanation