garp20-frm-10.20

  1. K

    P1.T4.Ch10 - Q 10.20 Mistake in GARP answer

    I think there is a mistake in the answer to GARP question 10.20 in book 4. 10.20 The cash prices of 6-month and one-year Treasury bills are 97.0 and 93.0. A 1.5-year and two-year Treasury bond with coupons at the rate of 6% per year sell for 98.5 and 97.5. Calculate the six-month, 12-month...
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