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As the junior analyst for an investment management firm, you have been assigned to prepare a presentation for clients regarding the term structure of interest

As the junior analyst for an investment management firm, you have been assigned to prepare a presentation for clients regarding the term structure of interest rates. Because the shape of the term structure of interest rates is often used to predict future macroeconomic conditions as wells as the course of future short-term interest rates, your presentation will consist of the following:

Plot the yield curve for each year between 2006 2022 and display these data on one graph.

For each year indicate the shape of the yield curve, i.e., Normal, Inverted, or Flat.

Calculate and plot the series of one-year forward rates for each year between 2006 2022, i.e., 2f1, 3f1, 4f1, 5f1, 6f1, 7f1, 8f1, 9f1, 10f1 the presentation must include your forward rate estimates.

For each forward-rate curve indicate the expected direction of future short-term rates, i.e., Increasing, Decreasing, Constant.

Yield Curve
DATE
2006
2007
2008
2009
2010
2011
2012
2013
2014
2015
2016
2017
2018
2019
2020
2021
2022
1-mo
5.02
5.13
1.55
0.14
0.14
0.16
0.07
0.03
0.01
0.04
0.19
1.00
1.94
2.01
0.09
0.05
2.20

3-mo
5.10
4.96
1.68
0.18
0.15
0.10
0.11
0.04
0.03
0.08
0.28
1.07
2.03
2.08
0.09
0.06
2.42
1-yr
5.11
4.85
2.27
0.48
0.29
0.20
0.16
0.11
0.12
0.33
0.50
1.23
2.44
2.00
0.11
0.07
2.93
2-yr
4.97
4.56
2.52
1.13
0.55
0.36
0.23
0.31
0.53
0.67
0.67
1.34
2.67
1.89
0.11
0.19
2.85
5-yr
4.91
4.60
3.25
2.53
1.60
1.35
0.60
1.38
1.76
1.54
1.03
1.84
2.85
1.84
0.21
0.69
2.69
7-yr
4.93
4.67
3.56
3.14
2.30
2.09
0.98
2.00
2.24
1.93
1.29
2.11
2.92
1.92
0.39
1.00
2.69
10-yr
4.99
4.78
3.99
3.52
2.94
2.82
1.51
2.60
2.58
2.20
1.46
2.30
2.96
2.02
0.55
1.24
2.68
20-yr
5.17
5.00
4.63
4.29
3.74
3.77
2.21
3.34
3.07
2.61
1.78
2.66
3.03
2.31
0.98
1.81
3.23
30-yr
5.07
4.92
4.59
4.31
3.98
4.12
2.56
3.64
3.32
2.92
2.18
2.89
3.08
2.53
1.20
1.89
3.02
Zero-coupon
DATE
1-yr
5.1635
4.8784
2.2662
0.5512
0.2797
0.1503
0.1943
0.1497
0.1771
0.3344
0.4819
1.2685
2.3322
1.9569
0.1918
0.1279
2.7063
2-yr
5.1835
4.9002
2.6521
1.1007
0.6227
0.4936
0.3222
0.4218
0.5144
0.7300
0.6571
1.4671
2.5592
1.8037
0.1988
0.2882
3.1088
3-yr
5.1377
4.8834
2.9543
1.6471
1.0480
0.9458
0.4808
0.7591
0.8780
1.0590
0.7792
1.6021
2.6315
1.7202
0.2007
0.4609
3.1913
4-yr
5.0864
4.8682
3.2036
2.1428
1.4710
1.4026
0.6514
1.0990
1.2258
1.3408
0.8855
1.7147
2.6529
1.6923
0.2209
0.6369
3.1577
5-yr
5.0520
4.8686
3.4182
2.5768
1.8606
1.8248
0.8250
1.4177
1.5442
1.5886
0.9912
1.8223
2.6678
1.7063
0.2648
0.8118
3.0981
6-yr
5.0397
4.8871
3.6088
2.9529
2.2092
2.2020
0.9971
1.7085
1.8313
1.8110
1.1013
1.9314
2.6929
1.7510
0.3303
0.9835
3.0487
7-yr
5.0483
4.9217
3.7820
3.2790
2.5185
2.5353
1.1655
1.9720
2.0899
2.0141
1.2165
2.0437
2.7326
1.8176
0.4134
1.1508
3.0212

8-yr

5.0741
4.9692
3.9417
3.5639
2.7933
2.8298
1.3293
2.2108
2.3238
2.2017
1.3358
2.1587
2.7862
1.8994
0.5098
1.3134
3.0170

9-yr

5.1132
5.0263
4.0905
3.8152
3.0390
3.0915
1.4880
2.4285
2.5369
2.3768
1.4578
2.2755
2.8513
1.9914
0.6155
1.4710
3.0332

10-yr

5.1622
5.0901
4.2304
4.0390
3.2602
3.3258
1.6416
2.6282
2.7324
2.5413
1.5812
2.3929
2.9252
2.0902
0.7275
1.6236
3.0662

DATE

2006

2007
2008
2009
2010
2011
2012
2013
2014
2015
2016
2017
2018
2019
2020
2021
2022

HELP ME SOLVE THIS PLEASE AND THANKS A LOT IN ADVANCE!

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