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(a) Extract for each week, the yield of the 26-week Treasury bill (or equivalently the 90 day or 180-day bank accepted bill from the financial media (i.e. Federal Reserve Bank: http://www.federalreserve.gov/default.htm) over your sample period. (Remember sometimes reported yields are usually annualised figures. Convert the yields to weekly numbers. Use these as a proxy for the risk free rate).
Please answer as in excel format. ?SAmple period is 09-10-15 to 08-04-16
Yield of 26-week treasury bill
(180-day bank accepted bill (BAB) rate)
Annualised yield Weekly rate, Rf
Average Risk free rate, Rf
Paper#9257189 | Written in 27-Jul-2016Price : $17.85