CFA Practice Question

There are 147 practice questions for this study session.

CFA Practice Question

The one-year swap rate of 4.85% is quoted as 30 basis points over the rate on a one-year U.S. Treasury bill. This implies that the one-year T-bill's rate is:
A. 1.85%
B. 4.55%
C. 5.15%
Explanation: 4.85% - 0.3% = 4.55%

User Contributed Comments 0

You need to log in first to add your comment.