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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 2020 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 2020, 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 1-mo 3-mo 1-yr 2-yr 5-yr 7-yr 10-yr

2006 5.02 5.10. 5.11 4.97 4.91 4.93 4.99

2007 5.13 4.96 4.85 4.56 4.60 4.67 4.78

2008 1.55 1.68. 2.27 2.52 3.25 3.56 3.99

2009 0.14 0.18 0. 48 1.13 2.53 3.14 3.52

2010 0.14 0.15 0.29 0.55 1.60 2.30 2.94

2011 0.16 0.10 0.20 0.36 1.35 2.09 2.82

2012. 0.07 0.11 0.16. 0.23 0.60 0.98 1.51

2013 0.03 0.04 0.11 0.31 1.38 2.00 2.60

2014 0.01 0.03 0.12 0.53 1.76 2.24 2.58

2015 0.04 0.08 0.33 0.67 1.54 1.93 2.20

2016 0.19 0.28 0.50. 0.67 1.03 1.29. 1.46

2017 1.00 1.07. 1.23 1.34 1.84 2.11 2.30

2018 1.94 2.03 2.44 2.67 2.85 2.92 2.96

2019 2.01 2.08 2.00 1.89 1.84 1.92 2.02

2020 0.09 0.09. 0.11 0.11 0.21 0.39 0.55

2021 0.05 0.06. 0.07 0.19 0.69 1.00 1.24

2022 2.20 2.42. 2.93 2.85 2.69 2.69 2.68

zero-coupon

DATE 1-yr 2-yr 3-yr 4-yr 5-yr 6-yr 7-yr 8-yr 9-yr 10-yr

2006 5.1635 5.1835 5.1377 5.0864 5.0520 5.0397 5.0483 5.0741 5.1132 5.1622

2007 4.8784 4.9002 4.8834 4.8682 4.8686 4.8871 4.9217 4.9692 5.0263 5.0901

2008 2.2662 2.6521 2.9543 3.2036 3.4182 3.6088 3.7820 3.9417 4.0905 4.2304

2009 0.5512 1.1007 1.6471 2.1428 2.5768 2.9529 3.2790 3.5639 3.8152 4.0390

2010 0.2797 0.6227 1.0480 1.4710 1.8606 2.2092 2.5185 2.7933 3.0390 3.2602

2011 0.1503 0.4936 0.9458 1.4026 1.8248 2.2020 2.5353 2.8298 3.0915 3.3258

2012 0.1943 0.3222 0.4808 0.6514 0.8250 0.9971 1.1655 1.3293 1.4880 1.6416

2013 0.1497 0.4218 0.7591 1.0990 1.4177 1.7085 1.9720 2.2108 2.4285 2.6282

2014 0.1771 0.5144 0.8780 1.2258 1.5442 1.8313 2.0899 2.3238 2.5369 2.7324

2015 0.3344 0.7300 1.0590 1.3408 1.5886 1.8110 2.0141 2.2017 2.3768 2.5413

2016 0.4819 0.6571 0.7792 0.8855 0.9912 1.1013 1.2165 1.3358 1.4578 1.5812

2017 1.2685 1.4671 1.6021 1.7147 1.8223 1.9314 2.0437 2.1587 2.2755 2.3929

2018 2.3322 2.5592 2.6315 2.6529 2.6678 2.6929 2.7326 2.7862 2.8513 2.9252

2019 1.9569 1.8037 1.7202 1.6923 1.7063 1.7510 1.8176 1.8994 1.9914 2.0902

2020 0.1918 0.1988 0.2007 0.2209 0.2648 0.3303 0.4134 0.5098 0.6155 0.7275

2021 0.1279 0.2882 0.4609 0.6369 0.8118 0.9835 1.1508 1.3134 1.4710 1.6236

2022 2.7063 3.1088 3.1913 3.1577 3.0981 3.0487 3.0212 3.0170 3.0332 3.0662

May someone please help me ASAP. I don't think what I am doing is right. Does not need to solve everything but I just want a few example and how to do the plot. thank you in advance.

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