I You Purchased A 1 000 Par With T Bill 173 Days To Maturity For 956 06 You Then So 3512535

(i) You purchased a $1,000 par with T-bill 173 days to maturity for $956.06. You then sold this T-bill when it had 70 days to maturity for $981.85. What is your holding period return? (ii) An investment bank sells securities under a repurchase agreement for $800.29 million and buys them back in 5 days for $800.979 million. What is the repo yield?



Prof. Angela


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