Suppose you buy a 1yr Treasury bill with a face value of $1,000 and a coupon rate
Fantastic news! We've Found the answer you've been seeking!
Question:
Suppose you buy a 1yr Treasury bill with a face value of $1,000 and a coupon rate of c = 5%.
The 6 month zero rate is 4% per year. The 1 year zero rate is 4.4% per year.
Related Book For
Income Tax Fundamentals 2013
ISBN: 9781285586618
31st Edition
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
Posted Date: