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3. You are given the following data for U.S. Treasuries. You may assume that all attributes are the same across bonds, except the term to
3. You are given the following data for U.S. Treasuries. You may assume that all attributes are the same across bonds, except the term to maturity. All bonds are zero coupon bonds. (SHOW YOUR WORK FOR FULL CREDIT-ALL PARTS)
One period until maturity:
Two periods until maturity:
Three periods until maturity:
Four periods until maturity:
a. For each bond above, determine the Yield to Maturity (interest rate; round to two decimal places).
b. Plot your simple yield curve in a diagram (you can use percentage values here).
P3t=$888.99636 and F=$1000 P1t=$925.92593 and F=$1000 P2t=$889.99644 and F=$1000 P4t=$854.80419 and F=$1000
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