Refer to Table 55

Assume face value of $10,000 a. Calculate the ask price of the T-bill maturing on May 19, 2016, as of settlement on May 17, 2016. b. Calculate the bid price of the T-bill maturing on June 30, 2016, as of settlement on May 17, 2016.
Multy Asked Clig Asked Yield SIW16 -0.030 0.160 5/26/2016 0.158 0.163 0.193 -0.055 0.168 0.173 0.203 0.195 0.165 6/2/2016 0.038 0.196 60/2016 0.185 -0.038 OISS 6/16/2016 0.025 6/23/2016 0.193 0.203 0.210 0.153 0.193 0.200 -0.010 -0.010 0.156 0.196 0.203 6/20/2016 m/2016 0.205 0.198 0.015 0.201 0.709 7/11/2016 0.215 0705 -0.020 7/21/2016 0233 0.223 -0.023 0.226 W/20/2016 0.235 0.00 8/1/2016 02:15 -0.005 0.245 0.955 0.25 0.955 0.239 0.710 0.249 02:19 0.245 8/11/2016 S/18/2016 0.020 -0018 S/25/2010 0.250 0005 0.29) 0.265 0.258 9/1/2016 MS -0015 0.255 0.015 0.245 0.253 0.003 9/8/2016 9/15/2016 9/22/2016 29/2016 10/6/2016 0.278 0.240 0.257 0.272 0.274 0.297 0.280 0.303 -0.018 -0013 -0.013 0.210 0293 10/13/2016 0.305 0.303 0.317 10/20/2016 10/27/2016 0.005 0.025 -0.025 0.298 0.313 0.310 0.328 0.335 0.320 0.315 11/3/2016 -0023 0.333 0.335 0.345 -0025 0.341 0.340 0005 0.346 0325 -0.005 11/10/2016 12/5/2016 1/5/2017 2/2/2017 3/2/2017 3/30/2017 4/27/2017 0.350 0.338 0.428 0.460 0.334 0.426 0.418 0.450 0.003 -0010 -0013 --0010 0485 0.475 0513 0455 0.454 0.522 0523 Multy Asked Clig Asked Yield SIW16 -0.030 0.160 5/26/2016 0.158 0.163 0.193 -0.055 0.168 0.173 0.203 0.195 0.165 6/2/2016 0.038 0.196 60/2016 0.185 -0.038 OISS 6/16/2016 0.025 6/23/2016 0.193 0.203 0.210 0.153 0.193 0.200 -0.010 -0.010 0.156 0.196 0.203 6/20/2016 m/2016 0.205 0.198 0.015 0.201 0.709 7/11/2016 0.215 0705 -0.020 7/21/2016 0233 0.223 -0.023 0.226 W/20/2016 0.235 0.00 8/1/2016 02:15 -0.005 0.245 0.955 0.25 0.955 0.239 0.710 0.249 02:19 0.245 8/11/2016 S/18/2016 0.020 -0018 S/25/2010 0.250 0005 0.29) 0.265 0.258 9/1/2016 MS -0015 0.255 0.015 0.245 0.253 0.003 9/8/2016 9/15/2016 9/22/2016 29/2016 10/6/2016 0.278 0.240 0.257 0.272 0.274 0.297 0.280 0.303 -0.018 -0013 -0.013 0.210 0293 10/13/2016 0.305 0.303 0.317 10/20/2016 10/27/2016 0.005 0.025 -0.025 0.298 0.313 0.310 0.328 0.335 0.320 0.315 11/3/2016 -0023 0.333 0.335 0.345 -0025 0.341 0.340 0005 0.346 0325 -0.005 11/10/2016 12/5/2016 1/5/2017 2/2/2017 3/2/2017 3/30/2017 4/27/2017 0.350 0.338 0.428 0.460 0.334 0.426 0.418 0.450 0.003 -0010 -0013 --0010 0485 0.475 0513 0455 0.454 0.522 0523

Question

Refer to Table 55

Assume face value of $10,000 a. Calculate the ask price of the T-bill maturing on May 19, 2016, as of settlement on May 17, 2016. b. Calculate the bid price of the T-bill maturing on June 30, 2016, as of settlement on May 17, 2016. image text in transcribed

Multy Asked Clig Asked Yield SIW16 -0.030 0.160 5/26/2016 0.158 0.163 0.193 -0.055 0.168 0.173 0.203 0.195 0.165 6/2/2016 0.038 0.196 60/2016 0.185 -0.038 OISS 6/16/2016 0.025 6/23/2016 0.193 0.203 0.210 0.153 0.193 0.200 -0.010 -0.010 0.156 0.196 0.203 6/20/2016 m/2016 0.205 0.198 0.015 0.201 0.709 7/11/2016 0.215 0705 -0.020 7/21/2016 0233 0.223 -0.023 0.226 W/20/2016 0.235 0.00 8/1/2016 02:15 -0.005 0.245 0.955 0.25 0.955 0.239 0.710 0.249 02:19 0.245 8/11/2016 S/18/2016 0.020 -0018 S/25/2010 0.250 0005 0.29) 0.265 0.258 9/1/2016 MS -0015 0.255 0.015 0.245 0.253 0.003 9/8/2016 9/15/2016 9/22/2016 29/2016 10/6/2016 0.278 0.240 0.257 0.272 0.274 0.297 0.280 0.303 -0.018 -0013 -0.013 0.210 0293 10/13/2016 0.305 0.303 0.317 10/20/2016 10/27/2016 0.005 0.025 -0.025 0.298 0.313 0.310 0.328 0.335 0.320 0.315 11/3/2016 -0023 0.333 0.335 0.345 -0025 0.341 0.340 0005 0.346 0325 -0.005 11/10/2016 12/5/2016 1/5/2017 2/2/2017 3/2/2017 3/30/2017 4/27/2017 0.350 0.338 0.428 0.460 0.334 0.426 0.418 0.450 0.003 -0010 -0013 --0010 0485 0.475 0513 0455 0.454 0.522 0523 Multy Asked Clig Asked Yield SIW16 -0.030 0.160 5/26/2016 0.158 0.163 0.193 -0.055 0.168 0.173 0.203 0.195 0.165 6/2/2016 0.038 0.196 60/2016 0.185 -0.038 OISS 6/16/2016 0.025 6/23/2016 0.193 0.203 0.210 0.153 0.193 0.200 -0.010 -0.010 0.156 0.196 0.203 6/20/2016 m/2016 0.205 0.198 0.015 0.201 0.709 7/11/2016 0.215 0705 -0.020 7/21/2016 0233 0.223 -0.023 0.226 W/20/2016 0.235 0.00 8/1/2016 02:15 -0.005 0.245 0.955 0.25 0.955 0.239 0.710 0.249 02:19 0.245 8/11/2016 S/18/2016 0.020 -0018 S/25/2010 0.250 0005 0.29) 0.265 0.258 9/1/2016 MS -0015 0.255 0.015 0.245 0.253 0.003 9/8/2016 9/15/2016 9/22/2016 29/2016 10/6/2016 0.278 0.240 0.257 0.272 0.274 0.297 0.280 0.303 -0.018 -0013 -0.013 0.210 0293 10/13/2016 0.305 0.303 0.317 10/20/2016 10/27/2016 0.005 0.025 -0.025 0.298 0.313 0.310 0.328 0.335 0.320 0.315 11/3/2016 -0023 0.333 0.335 0.345 -0025 0.341 0.340 0005 0.346 0325 -0.005 11/10/2016 12/5/2016 1/5/2017 2/2/2017 3/2/2017 3/30/2017 4/27/2017 0.350 0.338 0.428 0.460 0.334 0.426 0.418 0.450 0.003 -0010 -0013 --0010 0485 0.475 0513 0455 0.454 0.522 0523

Accepted Answer

The Answer is in the image, click to view ...

Question

Refer to Table 55 Assume face value of $10,000 a. Calculate the ask price of the T-bill maturing on May 19, 2016, as of settlement

Step by Step Solution

Step: 1

Get Instant Access to Expert-Tailored Solutions

Step: 2

Step: 3

Ace Your Homework with AI

Recommended Textbook for

The Public Private Partnership Handbook

Students also viewed these Finance questions

Question

Question

Question

Question

Question

Question

Question

Question

Question

Question

Question

Question

Question

Question