单项选择题

Suppose a $10,000 T-bill that will mature in 3 months is currently selling for $9,800. If you purchase and hold the T-bill to maturity what rate of return would you earn on this investment computed as a continuously compounding annual rate (over the 3-month period)?
A、8.181%
B、8.081%
C、9.011%
D、8.053%

A.181%
B.081%
C.011%
D.053%