Calculate bond equivalent yield and effective annual return

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Money Markets Study Questions

Question 1. What is the discount yield, bond equivalent yield and effective annual return on a $1 million Treasury bill that currently sells at 97.375% of its face value and is 65 days from maturity?

Question 2. What is the discount yield, bond equivalent yield and effective annual return on a $5 million commercial paper issue that currently sells at 98.625% of its face value and is 136 days from maturity?

Question 3. Calculate the bond equivalent yield and effective annual return on a negotiable CD that is 115 days from maturity and has a quoted nominal yield of 6.56%?

Question 4. Calculate the bond equivalent yield and effective annual rate on fed funds that are 3 days from maturity and have a quoted yield of 0.25%.

Question 5. You would like to purchase a Treasury bill that has $10,000 face value and is 68 days from maturity. The current price of the Treasury bill is $9,875. Calculate the discount yield on this Treasury bill.

Reference no: EM133188058

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