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As of June 13, 2022, Treasury yields were as follows: 1-year 2.89% 2-year 3.40% 3 year 3.56% 5 year 3.56% 10-year 3.43% 30-year 3.42% Use
As of June 13, 2022, Treasury yields were as follows:
1-year 2.89%
2-year 3.40%
3 year 3.56%
5 year 3.56%
10-year 3.43%
30-year 3.42%
Use the yields above to estimate the two-year forward rate one year from now (t+1r2) AND use the yields above to estimate the one-year forward rate two years from now (t+2r1).
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