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On March 2, a Treasury bill expiring on March 21 had a bid-(Answered)

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On March 2, a Treasury bill expiring on March 21 had a bid discount of 3.61, and an ask discount of 3.59.? What is the best estimate of the risk-free rate for the option contract expires on March 22?

 

Paper#9210097 | Written in 27-Jul-2016

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