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The cash prices of six-month and one-year Treasury bills are $99.0 and $89.0, respectively. The Price of the 4% semi-annual 18 month T-Bill is $98.84.
The cash prices of six-month and one-year Treasury bills are $99.0 and $89.0, respectively. The Price of the 4% semi-annual 18 month T-Bill is $98.84. While the price of the 5% semi Annual 2-year T- note is $97.12.
Calculate;
The 6 month zero coupon rate
The 1 year zero coupon rate
The 2 year zero coupon rate
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