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2. A Treasury bill with a par value of £100,000 due in two months from now is selling today for £98,039, what is the effective annual rate of interest

User Aneel
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1 Answer

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Answer:

Effective annual rate = 12.62%

Step-by-step explanation:

The Effective annual rate of return is the equivalent rate earned where compounding is done frequently at period or interval less than a year.

The EAR can be worked out as follows

EAR = ( (1+r)^n - 1 ) × 100

r- interest rate per period

m- number of periods in a year

EAR - Effective annual rate

So we apply this model to the questions as follows:

Cash return = 100,000- 98,039 =1,961

Return over two months = cash return /price today × 100 =

= 1,961/98,039 × 100 =2.0%

Interest per 2 month = 2.0%

DATA:

r- 2%

n - number of two months in a year = 6

Effective annual rate = ((1+0.02)^6 - 1) × 100= 12.6162 %

Effective annual rate = 12.62%

User Dunhamzzz
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