AuthorTopic: Bonds questions
nickwong
@2014-06-03 22:15:55		 Here are two bonds questions, please help to solve and explains. Thanks your support.

Q1: Consider a $2 Million FRA with a contract rate of 5% on 60-day LIBOR. If 60-day LIBOR is 6% at settlement, how much the long will pay or receive?

Q2: If the quoted discount yield on a 128-day, $1 million T-bill decreases from 3.15% to 3.07%, how much has the holder of the T-bill gained or lost?

CFA Discussion Topic: Bonds questions

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I am happy to say that I passed! Your study notes certainly helped prepare me for what was the most difficult exam I had ever taken.
Andrea Schildbach

Andrea Schildbach