Question
1. One year bond yield rates in year1 and year2 are 1.22% and 1.03% respectively. The two year term premium is 0.24%. What should be
1. One year bond yield rates in year1 and year2 are 1.22% and 1.03% respectively. The two year term premium is 0.24%. What should be the two year bond yield in year 1?
2. One year bond yield rates in year1, year2 and year3 are 1.72%, 3.21% and 3.93% respectively. The three year term premium is 0.30%. What should be the three year bond yield in year 1?
3.One year bond yield rates in year1, year2 and year3 are 0.37%, 2.38% and 3.70% respectively. The two year term premium is 0.20%. What should be the two year bond yield in year 2?
4.One year bond yield rates in year1, year2 and year3 are 1.28%, 1.15% and 1.03% respectively. The 3-year yield rate in year 1 is 1.81%. The 3-year term premium is ___________%.
5. One year bond yield is 1.48, two year bond yield is 2.41 and the two year term premium is 0.37. What is the expected one-year rate after a year?
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