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C. Given the following Treasury bond yield information, construct a graph of the yield curve. Maturity Yield 1 year 5.42 % 2 years 5.52 3
C. Given the following Treasury bond yield information, construct a graph of the yield curve.
Maturity | Yield | |
1 year | 5.42 | % |
2 years | 5.52 | |
3 years | 5.68 | |
4 years | 5.73 | |
5 years | 5.67 | |
10 years | 5.75 | |
20 years | 6.35 | |
30 years | 5.93 |
Using the Treasury yield information in part c, calculate the following rates using geometric averages (round your answers to three decimal places):
The 1-year rate, 1 year from now
fill in the blank 21 %
The 5-year rate, 5 years from now
fill in the blank 22 %
The 10-year rate, 10 years from now
fill in the blank 23 %
The 10-year rate, 20 years from now
fill in the blank 24 %
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