Suppose that on April 16, 2001, the following yields prevail in the market for US Treasury notes:

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Suppose that on April 16, 2001, the following yields prevail in the market for US Treasury notes: image text in transcribed

Using linear interpolation, find the approximate four-year and five-year points on the above yield curve (as of April 16, 2001).

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Financial Modeling For Managers With Excel Applications

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Authors: Dawn E. Lorimer, Charles R. Rayhorn

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Suppose that on April 16, 2001, the following yields prevail in the market for US Treasury notes:

Question:

Maturity date Yield % p.a. Feb 15, 2004 4.14% May 15, 2005 4.34% Aug 15, 2006 4.66%

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Financial Modeling For Managers With Excel Applications

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