consider t-bill 90-day with FV 100 currently trading at discount rate of 5%. A) what is current market value for t-bill? B)You are entering into
consider t-bill 90-day with FV 100 currently trading at discount rate of 5%.
A) what is current market value for t-bill?
B)You are entering into a 7-day repo to repo out the above T-bill and assume haircut of 3% ansd 7say repo rate 3%. how much you pay or recieve at end of 7 day period
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Authors: Cheol S. Eun, Bruce G.Resnick
6th Edition
71316973, 978-0071316972, 78034655, 978-0078034657
