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On June 1,2022 , you obtained the following quotes for Treasury bonds: Use the bootstrapping method to obtain yields to maturity on 6-month, 12-month and
On June 1,2022 , you obtained the following quotes for Treasury bonds: Use the bootstrapping method to obtain yields to maturity on 6-month, 12-month and 18-month zero coupon bonds (the three term structure rates). In annualized terms, these rates are equal to: r6months=2.5601%,r12months=3.4500%,r18months=3.8518%r6months=2.1094%,r12months=3.0890%,r18months=3.6302%r6months=1.1500%,r12months=2.5421%,r18months=3.00%r6months=1.25%,r12months=1.25%,r18months=5.00%r6months=4.00%,r12months=3.00%,r18months=3.00%
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