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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) Using the rates above calculate the following forward rates: 1) The one year rate one year from 09/21/22. 2) The one year rate two years from 09/21/22 3) The two year rate three years from 09/21/22 4) The two year rate five years from 09/21/22. 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) Using the rates above calculate the following forward rates: 1) The one year rate one year from 09/21/22. 2) The one year rate two years from 09/21/22 3) The two year rate three years from 09/21/22 4) The two year rate five years from 09/21/22
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