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all one question (15 points) Complete the table for yield curve construction Bond 1 m T-Bill 3 m T-Bill 6 m T-Bill 9 m T-Bill
all one question
(15 points) Complete the table for yield curve construction Bond 1 m T-Bill 3 m T-Bill 6 m T-Bill 9 m T-Bill 1 y T-Note 2 y T-Note 5 y T-Note 10 y T-Bond 20y T-Bond 30y T-Bond Term to Maturity Compound i Annual cour Face Value Current Mai Yield to Maturity 28 days $ 1,000.00 $ 999.76 90 days $ 1,000.00 $ 999.62 180 days $5,000.00 $4,992.45 270 days $ 2,000.00 $1,991.94 1 year $ 10,000.00 $9,945.97 6 months 0.50% $ 20,000.00 $ 19,619.00 6 months 0.55% $ 30,000.00 $ 28,370.36 6 months 0.65% $50,000.00 $ 43,630.11 20 years 6 months 0.73% $50,000.00 $ 38,735.00 6 months 0.87% $ 70,000.00 $ 48,885.24 2 years 5 years 10 years 30 years 1 Make a yield curve graph to show the term structure of interest rates (15 points) What does the shape of the constructed yield curve tell youStep by Step Solution
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