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Consider a portion of monthly return data (In %) on 20-year Treasury Bonds from 20062010. Index Month Year Return 1 Jan 2006 5.43 2 Feb

Consider a portion of monthly return data (In %) on 20-year Treasury Bonds from 20062010.

Index Month Year Return
1 Jan 2006 5.43
2 Feb 2006 4.46
3 Mar 2006 3.22
4 Apr 2006 4.67
5 May 2006 4.15
6 Jun 2006 5.5
7 Jul 2006 3.66
8 Aug 2006 5.23
9 Sep 2006 5.38
10 Oct 2006 3.44
11 Nov 2006 3.54
12 Dec 2006 5.17
13 Jan 2007 5
14 Feb 2007 3.81
15 Mar 2007 4.88
16 Apr 2007 5.24
17 May 2007 3.54
18 Jun 2007 3.65
19 Jul 2007 5.25
20 Aug 2007 5.2
21 Sep 2007 3.28
22 Oct 2007 4.35
23 Nov 2007 5.47
24 Dec 2007 5.3
25 Jan 2008 4.64
26 Feb 2008 4.64
27 Mar 2008 4.56
28 Apr 2008 4.31
29 May 2008 4.32
30 Jun 2008 3.22
31 Jul 2008 4.16
32 Aug 2008 5.42
33 Sep 2008 4.68
34 Oct 2008 3.46
35 Nov 2008 3.54
36 Dec 2008 4.35
37 Jan 2009 5.18
38 Feb 2009 4.39
39 Mar 2009 4.03
40 Apr 2009 4.8
41 May 2009 5.49
42 Jun 2009 4.6
43 Jul 2009 4.47
44 Aug 2009 4.05
45 Sep 2009 5.22
46 Oct 2009 3.97
47 Nov 2009 3.86
48 Dec 2009 3.66
49 Jan 2010 5.32
50 Feb 2010 3.64
51 Mar 2010 4.26
52 Apr 2010 4.83
53 May 2010 3.64
54 Jun 2010 4.17
55 Jul 2010 3.14
56 Aug 2010 4.28
57 Sep 2010 4.95
58 Oct 2010 4.42
59 Nov 2010 3.83
60 Dec 2010 3.27

Estimate a linear trend model with seasonal dummy variables to make forecasts for the first three months of 2011. (Round answers to 2 decimal places.)

Year Month Yt

2011 Jan ____

2011 Feb ____

2011 Mar ____

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