Calculate:

a) 91-day T-bill Price

b) Effective Annual Yield

c) Risk Free Rate (in continuous time)

d) Sharpe Ratio (annual)

Notes: 72 days of maturity

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T-Bill Risk Return Average daily log-return Annualized log-return Standard deviation on daily log-returns Annualized volatility of log-returns Risk-free rate (QUOTE) 91-day T-bill Price ($) Effective Annual Yield Risk-free rate (in continuous time) Sharpe Ratio (annual) -0.255% -1.273% 3.001% 47.632% 0.020% T-Bill Risk Return Average daily log-return Annualized log-return Standard deviation on daily log-returns Annualized volatility of log-returns Risk-free rate (QUOTE) 91-day T-bill Price ($) Effective Annual Yield Risk-free rate (in continuous time) Sharpe Ratio (annual) -0.255% -1.273% 3.001% 47.632% 0.020%