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Given the following market information on U.S. Treasury instruments: 1-year note yield = 2.22% 4-year note yield = 2.55% 2-year note yield = 2.37% 5-year

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Given the following market information on U.S. Treasury instruments: 1-year note yield = 2.22% 4-year note yield = 2.55% 2-year note yield = 2.37% 5-year note yield = 2.69% 3-year note yield = 2.55% 6-year note yield = 2.99% And non-changing premiums of 0, .07%,.18%, .26%,.31%,.37%, .42% a. Calculate the expected expectations yield for a (1,4,1,) path. b. Calculate the expected empirical yields for a (2,3,1) path. c. Calculate the expected expectations yield for a 5-year note purchased at the beginning of year 2. d. Calculate the expected market yield on a 4-year note purchased at the beginning of year 2. e. Determine the expectations yield on a 5-year note purchased today. f. Determine the yield on a 6-year Treasury note purchased today. Given the following market information on U.S. Treasury instruments: 1-year note yield = 2.22% 4-year note yield = 2.55% 2-year note yield = 2.37% 5-year note yield = 2.69% 3-year note yield = 2.55% 6-year note yield = 2.99% And non-changing premiums of 0, .07%,.18%, .26%,.31%,.37%, .42% a. Calculate the expected expectations yield for a (1,4,1,) path. b. Calculate the expected empirical yields for a (2,3,1) path. c. Calculate the expected expectations yield for a 5-year note purchased at the beginning of year 2. d. Calculate the expected market yield on a 4-year note purchased at the beginning of year 2. e. Determine the expectations yield on a 5-year note purchased today. f. Determine the yield on a 6-year Treasury note purchased today

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