The price of a 90-day Treasury bill is quoted as 10.00. What continuously compounded return (on an

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The price of a 90-day Treasury bill is quoted as 10.00. What continuously compounded return (on an actual/365 basis) does an investor earn on the Treasury bill for the 90-day period?

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Fundamentals of Futures and Options Markets

ISBN: 978-0132993340

8th edition

Authors: John C. Hull

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Question Posted: Jan 20, 2016 08:50 AM

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The price of a 90-day Treasury bill is quoted as 10.00. What continuously compounded return (on an

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Fundamentals of Futures and Options Markets

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