Question
Please show all computations for full credit. a) How much would you need to pay to buy the 6 month Treasury bill quoted in the
Please show all computations for full credit.
a) How much would you need to pay to buy the 6 month Treasury bill quoted in the following table? (8 pts)
| Maturity | Price | Yield | Mid Yld | |
| 1M | 13 Dec '22 | 3.5000 / 3.4900 | 3.5583 / 3.5481 | 0.035532 |
| 2M | 10 Jan '23 | 3.7350 / 3.7250 | 3.8090 / 3.7987 | 0.038039 |
| 3M | 09 Feb '23 | 4.0675 / 4.0575 | 4.1645 / 4.1541 | 0.041593 |
| 6M | 11 May '23 | 4.3950 / 4.3850 | 4.5545 / 4.5439 | 0.045492 |
| 1Y | 02 Nov '23 | 4.3750 / 4.3650 | 4.6340 / 4.6229 | 0.046285 |
b) Compute the bond equivalent yield on this Treasury bill. (7 pts)
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The World Is Your Oyster The Guide To Finding Great Investments Around The Globe
Authors: Jeff D. Opdyke
1st Edition
0307381048, 978-0307381040
