A 3 months GoP TBill issued at a discount rate of 9.5%. Calculate its equivalent yield? (360 days basis) 5. A 3 year PIB issued on 18th July 2013 yields 12.0718%. Calculate its dirty price on 18th March 2014? 360 Days Basis

Essentials Of Investments
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ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
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Chapter1: Investments: Background And Issues
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4. A 3 months GoP TBill issued at a discount rate of 9.5%. Calculate its equivalent yield? (360 days basis)

5. A 3 year PIB issued on 18th July 2013 yields 12.0718%. Calculate its dirty price on 18th March 2014?
360 Days Basis

6. On 30th April 2014, a borrower entered into a repo transaction for 30 days by selling 1 year T Bills maturing on 30th June 2014 (61 days remaining & 365 days basis) at a rate of 9.5%. The mark to market rate for T Bills is 9%.Calculate the markup for the borrower?

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