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3I0-012 · Question #518

A 3-month (91-day) UK Treasury bill with a face value of GBP 50,000,000.00 is quoted at a yield of 4.25%. How much is the bill worth?

The correct answer is D. GBP 49,475,760.27. See the full explanation below for the reasoning.

Question

A 3-month (91-day) UK Treasury bill with a face value of GBP 50,000,000.00 is quoted at a yield of 4.25%. How much is the bill worth?

Options

  • AGBP 47,875,000.00
  • BGBP 49,462,847.22
  • CGBP 49,470,205.48
  • DGBP 49,475,760.27

How the community answered

(28 responses)
  • A
    7% (2)
  • B
    4% (1)
  • C
    11% (3)
  • D
    79% (22)

Community Discussion

No community discussion yet for this question.

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