# Finance Derivatives - Calculation of price of Treasury bill

Document Sample

```					              Sub: Finance                                                                               Topic: Derivatives

Question:
Calculation of price of Treasury bill at given discount yield rate.
ClassOf1 provides expert guidance to College, Graduate, and High school students on homework and assignment problems in
Math, Sciences, Finance, Marketing, Statistics, Economics, Engineering, and many other subjects.
1. Given the following Treasury spot rate curve, calculate the arbitrage-free value of a 6
percent coupon, 2-year Treasury note.
Period                Years                  Spot Rate (%)

1                           0.5                          3.0000

2                           1.0
```
DOCUMENT INFO
Shared By:
Categories:
Stats:
 views: 107 posted: 4/23/2010 language: English pages: 2
Description: Calculation of price of Treasury bill at given discount yield rate - 1. Given the following Treasury spot rate curve, calculate the arbitrage-free value of a 6 percent coupon, 2-year Treasury note……
BUY THIS DOCUMENT NOW PRICE: \$5 100% MONEY BACK GUARANTEED
PARTNER
Classof1 is a supplemental education company providing comprehensive online tutoring, homework guidance, and e-learning courseware development services to the school, college, and university student communities. As a part of its endeavor to help students around the world to excel in their studies, Classof1 has built a repository of self-study guides with step-by-step solutions and lucid explanations. These guides have been created and whetted by expert tutors with several years of experience in education. Apart from Docstoc.com, these self-help guides are also available at Classof1’s Solution Library (http://classof1.com/solution-library). Please visit www.classof1.com for further information.