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CTP · Question #676

(Topic 7) T-bill discount rate = 5.85% T-bill face value = $100,000 Initial term = 90 days If the U.S. Treasury was considering issuing a 91-day T-bill at the same time as this T-bill, what discount…

The correct answer is B. 5.79%. See the full explanation below for the reasoning.

Question

  • (Topic 7)

T-bill discount rate = 5.85% T-bill face value = $100,000 Initial term = 90 days If the U.S. Treasury was considering issuing a 91-day T-bill at the same time as this T-bill, what discount rate would cause both instruments to have the same purchase price?

Options

  • A5.71%
  • B5.79%
  • C5.87%
  • D5.92%

How the community answered

(27 responses)
  • A
    15% (4)
  • B
    78% (21)
  • C
    4% (1)
  • D
    4% (1)

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