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Calculations Please see the UST yield curve and the yields in the table at the bottom of the page. Assume these rates are all annual

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Calculations Please see the UST yield curve and the yields in the table at the bottom of the page. Assume these rates are all annual compounding rates, to make the math simpler. Remember: input %'s in canvas as numbers to three decimal places (i.e. 5.125% is entered in Canvas as 5.125, not 0.051). What is the implied 3yr rate in 1 year? What is the implied 3yr rate in 2 years? Market Conditions UST Yield Curve Yield Maturity (Years) 1 4.000% 2.000% 3.500% 2 2.400% 3.000% 3 2.750% 2.500% 4 3.050% 5 3.300% 2.000% 6 3.500% 1.500% 7 3.650% 1.000% 8 3.750% 0.500% 9 3.800% 0.000% 10 3.800% 1 2 3 4 8 9 10 30 5 6 7 Maturity (Years) 30 3.800% 2

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