A) You have the following information about prices today, month=0. 2-month t-bill, interest rate 0.02 6-month t-bill, interest rate 0.025 What will the forward rate between 2 month and 6 month be??
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Q: present rate is 1.79 and 90 days forward is 1.78 . what is annualised discount rate ?
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A) You have the following information about prices today, month=0.
2-month t-bill, interest rate 0.02
6-month t-bill, interest rate 0.025
What will the forward rate between 2 month and 6 month be??
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- Estimate the annual percent rate for the add on loan Using the given number of payments and annual interest-rate. Use the formula APR = 2nr/n+1 N= 48; R= 8% APR=???If the interest rate per day is 0.014%, then what is the annual rate?What is the present value of payments that are: year 0: 5000, year1: 10000, year2: 12500, year3: 15000? Discount factor 11%.
- Assume that you must estimate what the future value will be two years from today using the future value of 1 table. (PV of $1, EV of $1. PVA of $1, and FVA of $1) Which interest rate column and number-of-periods row do you use when working with the following rates? (Round percentage answers to 2 decimal places.) Answer is complete but not entirely correct. Number of Periods 1. 12% annual rate, compounded annually 2.8% annual rate, compounded semiannually 3. 12% annual rate, compounded quarterly 4. 12% annual rate, compounded monthly Interest Rate 12.00 2.00 3.00 1.00 % % % % 2 80 24what is the equation to get the 0.007984 monthly rate.If the compounding frequency is monthly and the discount factor=0.62026, what is the value of the corresponding annual interest rate? What is the corresponding continuous compounding annual interest rate if the discount factor remains at 0.62026?
- If the 60-day interest rates (simple, p.a.) are 3% at home (usd) and 4% abroad (eur) and the spot rate moves from 1.000 to 1.001: What is the return differential, and what is the corresponding prediction of the change in the forward rate?present rate is 1.79 and 90 days forward is 1.78 . what is annualised discount rate ?Mf4. . Assume that you bought a Treasury bill at price=92.450 and sold two days later at 92.550. What is your holding period return? What is your annualized return?
- Assume the following: Spot USDBRL = 5.0500 1YR USD Money Market Rates = 1.50% 1YR BRL Money Market Rates = 9.00% What is the 1YR USDBRL forward rate? (Recall that Money Market Rates are quoted as annualized rates)Suppose the € is appreciating from Spot = S($/€) = 1.1200 to F180($/€) = 1.1400.Find 180-day forward premium is givenIf i 5.8% per semiannual, compounded monthly, What is the nominal quarter rate. (ABET, SO1) Answer: