Question
You purchased a $1,000 par with T-bill 173 days to maturity for $956.06. You then sold this T-bill when it had 70 days to maturity
You purchased a $1,000 par with T-bill 173 days to maturity for $956.06. You then sold this T-bill when it had 70 days to maturity for $981.85. What is your holding period return? Report your answer in % to the nearest 0.01% but do not include % symbol in answer, e.g., enter 3.95% as 3.95. (Note: It's possible for HPR to be negative.)
An investment bank sells securities under a repurchase agreement for $800.29mln and buys them back in 5 days for $800.979mln. What is the repo yield? Report your answer in % to the nearest 0.01%; e.g., enter 3.95% as 3.95.
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