Given that current 182-day T-bills are trading at a YTM of 4% and 91-day bills are trading

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Given that current 182-day T-bills are trading at a YTM of 4% and 91-day bills are trading at YTM of 3.75%, what is the implied forward rate on a 91-day T-bill 91 days from now? Explain how you would lock in the implied forward rate.

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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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Given that current 182-day T-bills are trading at a YTM of 4% and 91-day bills are trading at YTM of 3.75%, what is the implied forward rate on a 91-day T-bill 91 days from now? Explain how you would...
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Given that current 182-day T-bills are trading at a YTM of 4% and 91-day bills are trading

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Bond Evaluation Selection And Management

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