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1) The following is a depiction of the current yield curve for constant maturity US treasuries: Rates in Percentage points : (Source US Department of
1) The following is a depiction of the current yield curve for constant maturity US treasuries: Rates in Percentage points : (Source US Department of Treasury) Date 07/17/20 1 Yre 0.14 2 Yre 0.142 3 Yre 0.182 5 Yre 0.29 7 Yre 0.472 10 Yre 20 Yre 30 Yre 0.642 1.11 1.334 4 Using the rates above calculate the following forward rates: 1) The one year rate one year from 7/17/20.- 2) The one year rate two years from 7/17/204 3) The two year rate three years from 7/17/204 4) The two year rate five years from 7/17/20
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