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2. Go to the St. Louis Federal Reserve FRED database, and find daily yield data on the following U.S. treasuries securities: one-month (DGSIMO), three- month
2. Go to the St. Louis Federal Reserve FRED database, and find daily yield data on the following U.S. treasuries securities: one-month (DGSIMO), three- month (DGS3MO), six-month (DGS6MO), one-year (DGSI), two-year (DGS2), three-year (DGS3), five- year (DGS5), seven-year (DGST), 10-year (DGS10). 20-year (DGS2O), and 30-year (DGS30). Download the last full year of data available into a spreadsheet. a Construct a yield curve by creating a line graph for the most recent day of data avail- able, and for the same day (or as close to the same day as possible) one year prior, across all the maturities. How do the yield curves compare? What does the changing slope say about potential changes in eco- nomic conditions? b. Determine the date of the most recent Federal Open Market Committee policy statement. Construct yield curves for both the day before the policy statement was released and the day on which the policy statement was released. Was there any sig. nificant change in the yield curve as a result of the policy statement? How might this be explained? 2. Go to the St. Louis Federal Reserve FRED database, and find daily yield data on the following U.S. treasuries securities: one-month (DGSIMO), three- month (DGS3MO), six-month (DGS6MO), one-year (DGSI), two-year (DGS2), three-year (DGS3), five- year (DGS5), seven-year (DGST), 10-year (DGS10). 20-year (DGS2O), and 30-year (DGS30). Download the last full year of data available into a spreadsheet. a Construct a yield curve by creating a line graph for the most recent day of data avail- able, and for the same day (or as close to the same day as possible) one year prior, across all the maturities. How do the yield curves compare? What does the changing slope say about potential changes in eco- nomic conditions? b. Determine the date of the most recent Federal Open Market Committee policy statement. Construct yield curves for both the day before the policy statement was released and the day on which the policy statement was released. Was there any sig. nificant change in the yield curve as a result of the policy statement? How might this be explained
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