Exercise 4. (Use Excel or similar) On FRED, get the following data from 24 July 2008 (ten years ago) or as close as possible to that date: 5,7,10,20,30 year constant maturity treasury rate and 5,7,10,20,30 year inflation indexed security rate. Using that data, graph the nominal and real yield curves. Compute all the forward rates on each yield curve. Take the difference between the forward rates on the nominal yield curve and the forward rates on the real yield curve. This difference is a measure of expected future inflation. For the ones that are possible, get the actual realized inflation rates over the same period (from FRED) and compare Exercise 4. (Use Excel or similar) On FRED, get the following data from 24 July 2008 (ten years ago) or as close as possible to that date: 5,7,10,20,30 year constant maturity treasury rate and 5,7,10,20,30 year inflation indexed security rate. Using that data, graph the nominal and real yield curves. Compute all the forward rates on each yield curve. Take the difference between the forward rates on the nominal yield curve and the forward rates on the real yield curve. This difference is a measure of expected future inflation. For the ones that are possible, get the actual realized inflation rates over the same period (from FRED) and compare