单选题 The face value of a $1000000 T-bill with 78 days to maturity is priced at $987845. What is the bank discount yield (annualized) quote for the T-bill?

A、

A. 5.160%.
B、

B. 5.750%.
C、

C. 5.610%.

【正确答案】 C

【答案解析】
r_BD=D/F×(360/t); D=$1000000-$987845=$12155; F=$1000000; t=78 days
r_BD=$12155/$1000000×(360/78)=0.0561.