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A Treasury Bill Is Quoted at a Bank Discount Yield

Question 82

Multiple Choice

A Treasury bill is quoted at a bank discount yield of 9.16 percent and has 127 days to maturity. If it is a leap year, what is the bond equivalent yield?


A) 9.67%
B) 9.47%
C) 9.62%
D) 9.65%
E) 9.60%

Correct Answer:

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