[单选题]

The six-month Treasury bill has a yield to maturity of 5 percent. The one-year Treasury bill with zero coupon, has a yield to maturity of 6 percent, if a Treasury note with a maturity of 5 years and a coupon rate of 6 percent is priced at 97.32, what's the implied spot rate of 5 years?

A.7.00%.

B.7.50%.

C.8.00%.

参考答案与解析:

相关试题

A U.S. Treasury bill (T-bill) has 90 days to maturity and a bank discount yield of 3.25%. The effect

[单选题]A U.S. Treasury bill (T-bill) has 90 days to maturity and a bank discount y

  • 查看答案
  • What is the yield on a discount basis for a Treasury bill priced at $97,965 with a face value of $10

    [单选题]What is the yield on a discount basis for a Treasury bill priced at $97,965

  • 查看答案
  • The dollar discount on a US Treasury bill with 91 days until maturity is $2,100. The face value of t

    [单选题]The dollar discount on a US Treasury bill with 91 days until maturity is $2

  • 查看答案
  • The dollar discount on a U.S. Treasury bill with 91 days until maturity is $2,100. The face value of

    [单选题]The dollar discount on a U.S. Treasury bill with 91 days until maturity is

  • 查看答案
  • A U.S. Treasury Bill with a face value of $100,000 and 256 days until maturity is selling for $ 94,3

    [单选题]A U.S. Treasury Bill with a face value of $100,000 and 256 days until matur

  • 查看答案
  • A Treasury note (T-note) principal strip has six months remaining to maturity. How is its price like

    [单选题]A Treasury note (T-note) principal strip has six months remaining to maturi

  • 查看答案
  • If the yield on a 5-year U.S. corporate bond is 7.39% and the yield on a 5-year U.S. Treasury note i

    [单选题]If the yield on a 5-year U.S. corporate bond is 7.39% and the yield on a 5-

  • 查看答案
  • A 30-day $10,000 U.S. Treasury bill sells for $9,932.40. The discount-basis yield (%) is closest to:

    [单选题]A 30-day $10,000 U.S. Treasury bill sells for $9,932.40. The discount-basis

  • 查看答案
  • A 182-day U.S. Treasury bill has a face value of $100,000 and currently sells for $98,500. Which of

    [单选题]A 182-day U.S. Treasury bill has a face value of $100,000 and currently sel

  • 查看答案
  • Bill Cooper finds a table of historical bond yields on the website of the U.S. Treasury that support

    [单选题]Bill Cooper finds a table of historical bond yields on the website of the U

  • 查看答案
  • The six-month Treasury bill has a yield to maturity of 5 percent. The one-year Treasury bill with ze