Question
Given that current 182-day T-bills are trading at a YTM of 4% and 91-day bills are trading at YTM of 3.75%, what is the implied
Given that current 182-day T-bills are trading at a YTM of 4% and 91-day bills are trading at YTM of 3.75%, what is the implied forward rate on a 91-day T-bill, 91 days from now?
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Get StartedRecommended Textbook for
Bond Markets Analysis and Strategies
Authors: Frank J.Fabozzi
9th edition
133796779, 978-0133796773
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