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Ion s (10 points) A zero-coupon Treasury security (that is, a T-bill) has 77 days to maturity and a discount yield of 5.2%. Calculate the effective yield for this security. (This is not the bond equivalent yield, but rather the equivalent of an EAR (effective annual rate).) Answer in percent terms to two decimal places. Do not enter the percent sign. Do not assume the inputs are the same as for the previous question. You can assume whatever face or par value you want, but a good assumption is $1000. Your Answer: Answer Question 4 (10 points) A jumbo (i.e., negotiable) CD has a quoted yield of 6.20%. This is the yield conventionally quoted for this security. It has 94 days to maturity. What is the bond equivalent yield of this security? Answer in percent to three decimal places. Omit the percent sign. (Consider what yield a negotiable (jumbo) CD is quoted as.) Your