Bond YTM/effective annual rate question

I retired from working for city government and for fun/interest I am reading Berk & DeMarzo’s Corporate Finance book.  I don’t understand how they derived the answer for this problem:  3 year T bill sold for $100.002556 per $100 face value.  What is the yield to maturity expressed as an effective annual rate.  They say the answer is -0.01022%.  Can someone explain.  Thank you. 

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