A zero-coupon Treasury bill maturing in 150 days is trading at $98 per $100 face value. Determine

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A zero-coupon Treasury bill maturing in 150 days is trading at $98 per $100 face value. Determine the following rates for the T-bill:

a. Dealer’s annual discount yield

b. YTM (use an actual/365 day count convention)

c. Logarithmic return (use actual/365 day count convention)

Explain the differences in the rates.

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Bond Evaluation Selection And Management

ISBN: 103132

2nd Edition

Authors: R. Stafford Johnson

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Question Posted: Sep 20, 2024 01:02 AM

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A zero-coupon Treasury bill maturing in 150 days is trading at $98 per $100 face value. Determine

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Bond Evaluation Selection And Management

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