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Calculate the real risk free interest rate. What can you conclude regarding the yield curve direction ? 3 mth U.S. Treasury Bill rate % (risk

Calculate the real risk free interest rate. What can you conclude regarding the yield curve direction ?

3 mth U.S. Treasury Bill rate % (risk free) 30yr U.S.Treasury int. rate % 30 yr corp AAA bonds int. rate Inflation premium Liquidity risk premium
20th March 2022 0.51% 2.50% 3.00% 8.00% 0.02%
14th April 2022 0.72% 2.90% 3.72% 8.00% 0.02%
Nominal int. rate = real risk-free int.
+ inflation premium
+ Default-risk premium
+ Maturity-risk premium
+ Liquidity-risk premium

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