Q1. An investor has just purchased a Treasury bill for $99,400. If the security matures in 40 days and has a holding period yield of 0.604%, what is its money market yield? A) 5.650%. B) 5.512%. C) 5.436%.
Q2. The effective annual yield (EAY) for a T-bill maturing in 150 days is 5.04%. What are the holding period yield (HPY) and money market yield (MMY) respectively? A) 5.25%; 2.04%. B) 2.04%; 4.90%. C) 2.80%; 5.41%.
Q3. A Treasury bill, with 80 days until maturity, has an effective annual yield of 8%. Its holding period yield is closest to: A) 1.72%. B) 1.70%. C) 1.75%. | 
发表于 2008-12-30 17:22
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