Question
(a) Extract for each week, the yield of the 26-week Treasury bill (or equivalently the 90 day or 180-day bank accepted bill from the financial
(a) Extract for each week, the yield of the 26-week Treasury bill (or equivalently the 90 day or 180-day bank accepted bill from the financial media (i.e. Federal Reserve Bank: http://www.federalreserve.gov/default.htm) over your sample period. (Remember sometimes reported yields are usually annualised figures. Convert the yields to weekly numbers. Use these as a proxy for the risk free rate).
Please answer as in excel format. SAmple period is 09-10-15 to 08-04-16
please answer as soon as possible. have other question thanks.
Since the reported yields were annualised, they have to be converted to weekly numbers, and the following formula was used: [(1+annualised rate) ^ (1/52)]-1.
Yield of 26-week treasury bill (180-day bank accepted bill (BAB) rate) Date Annualised yield Weekly rate, Rf Average Risk free rate, RfStep by Step Solution
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