1 B U.S. TREASURY STRIP DATA 2 Current date C E F 22-Jun-2015 Yahoo 3 Price Maturity yleld Days to maturity Years to maturity Continuous yield 4 99.996 15-Aug-2015 0.020% 5 99.964 15-Nov-2015 0.090% 6 99.874 15-Feb-2016 0.190% 7 99.7095 15-May-2016 0.320% 8 99.551 15-Aug-2016 0.390% 9 99.333 15-Nov-2016 0.480% 10 98.7775 15-May-2017 0.640% 11 98.787 15-May-2017 0.640% 12 98.4465 15-Aug-2017 0.730% 13 97,2295 15-May-2018 0.970% 14 96.0995 15-Nov-2018 1.170% 15 95.4985 15-Feb-2019 1.260% 16 94.09 15-Aug-2019 1.470% 17 92.7465 15-Feb-2020 1.620% 18 92.6395 29-Feb-2020 1.630% a. Complete the file to derive the continuous yields of the zero-coupon Treasury strips. Graph the yields to derive the yield curve on 22 June 2015. b. Why do you think that the yields of very short-term zero strips (the first two) are so low? c. Be ambitious! Go to Yahoo, download the zero-coupon data for a recent date, and repeat the previous exercise. trinning arbitrage) You are given the following information on