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A U.S. Treasury bill with 97 days to maturity is quoted at a discount yield of 1.95 percent. Assume a $1 million face value. What is the bond equivalent yield?

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Answer: 994745.83

Step-by-step explanation:

From the question, we are informed that a United States Treasury bill with 97 days to maturity is quoted at a discount yield of 1.95 percent and has a $1 million face value.

The bond equivalent yield will be calculated as:

= 100 - (97 × 1.95/360) × (1,000,000 / 100)

= 100 - (97 × 0.0054167) × 10000

= (100 - 0.5254167) × 10000

= 99.474583 × 10000

= 994745.83

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