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(a) Extract for each week, the yield of the 26-week Treasury bill-(Answered)

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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

please answer as soon as possible. have other question thanks.

Since the reported yields were annualised, they have to be converted to weekly numbers, and the following formula was used: [(1+annualised rate) ^ (1/52)]-1.


Yield of 26-week treasury bill

 

(180-day bank accepted bill (BAB) rate)

 

Date

 

Annualised yield Weekly rate, Rf

 


 

Average Risk free rate, Rf

 


 

 

Paper#9257323 | Written in 27-Jul-2016

Price : $16
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