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You are given the following information SA Treasury Bill Yield Maturity Days to maturity Bid Ask Ask Yield July 29/2020 61 3,2 1,6 ? August
You are given the following information
SA Treasury Bill Yield
Maturity | Days to maturity | Bid | Ask | Ask Yield |
July 29/2020 | 61 | 3,2 | 1,6 | ? |
August 21/2020 | 35 | 1,25 | 1 | ? |
Sept 18/2020 | 48 | 4 | 2,7 | ? |
Oct 5/2020 | 89 | 5,3 | 3,5 | ? |
a. Calculate the ask and bid discount yield from July 29/2020 to Oct 5/2020 /8/
b. Calculate the purchase price for Sept 18/2020. /4/
c. Calculate the Ask yield (bond equivalent yield) for Sep 18/2020. /3/
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