Question
Given the following Treasury bond yield information, construct a graph of the yield curve. Maturity Yield 1 year 5.37 % 2 years 5.47 3 years
Given the following Treasury bond yield information, construct a graph of the yield curve.
| Maturity | Yield | |
| 1 year | 5.37 | % |
| 2 years | 5.47 | |
| 3 years | 5.62 | |
| 4 years | 5.66 | |
| 5 years | 5.61 | |
| 10 years | 5.68 | |
| 20 years | 6.28 | |
| 30 years | 5.85 | |
Using the Treasury yield information in part c, calculate the following rates using geometric averages (round your answers to three decimal places):
The 1-year rate, 1 year from now
fill in the blank
The 5-year rate, 5 years from now
fill in the blank
The 10-year rate, 10 years from now
fill in the blank
The 10-year rate, 20 years from now
fill in the blank
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Research In Finance
Authors: John W. Kensinger
1st Edition
0857245414, 978-0857245410
