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12. Problem 6.12 (Maturity Risk Premium) ebook An investor in Treasury securities expects Inflation to be 1.5% in Year 1, 1.95 In Year 2, and

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12. Problem 6.12 (Maturity Risk Premium) ebook An investor in Treasury securities expects Inflation to be 1.5% in Year 1, 1.95 In Year 2, and 2.85% each year thereafter. Assume that the real risk-free rate is 2.35% and that this rate will remain constant. Three-year Treasury securities yield 6.20%, while 5-year Tressury securities yield 7.00%. What is the difference in the maturity risk premiums (MRP) on the two securities; that is what is MRPS - MRP? Do not round intermediate calculations. Round your answer to two decimal places

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