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please help me with this Exercise Problem #5 (slide 35) Price Base Curve Selected: US Treasury Actives Curve US Treasury Actives Curve Actions 98% Chart
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Exercise Problem #5 (slide 35) Price Base Curve Selected: US Treasury Actives Curve US Treasury Actives Curve Actions 98% Chart Export Settings E Graph Curves -Axis Tenor Axis Mid YTM Currency Nage PCS BGN Specific 2220 A Relative a 101W IM Melay Curs ve Vatan Values and Members Values Members Constituents 125 Mid YTM 125 MIG YTM 125 Mid YTM Us rury Active CV us Erasury Active Curve (Cha) 04/22/22 04/22/20 BILLA 04/22/22-04/22/20 Tenor Description Price Yield Description Price Yield Yield 1D 1MB G 05/24/22 Govt 0.436 0.070 0.071 0.366 37.1 12 2MB O 06/21/22 Govt 0.581 0.590 B O 06/16/20 Govt OSS15 51.8 0.071 0.510 SKB 07/21/22 GOM -- 13) Govt 0.794 0.80GB O 07/23/20 Govt 0.101 0.103 0.692 70.3 sor SS 1.289 10 12 EMBO 10/20/22 Govt 1.315 BO 30/22/20 Govt 0.134 12 0.136 12 1.155 117.9 1.974 1YB 0 04/20/23 Govt 2.0318 0 04/22/21 GO 1020 0.164 0.161 1.812 186.8 Hea 2YT 29 03/31/24 Govt 5. 2.669T03/ 103.09 04 03/31/22 Govt 0.215 1-03 245.4 3YT 23. 01/15/25 Govt 99-11 2.OSZT 01 01/15/23 Govt 99-30% 0.263 SVISS -0-194 259.3 180 SVT 2 03/31/27 Gove 98-00 2.933 TO' 03/31/25 Gove 100-20'L 0.368 -2-19 256.5 19 ZYT 24. 03/31/29 Govt 96 11 2.949TO 3. 03/31/27 Covt 100 24 0.515 4-10 243.5 20) 10YTI 02/15/32 Govt 91-091 2.902TI02/15/30 GOVE LOB-11- 0.621 -17-02 228.1 20 20VT 25 02/15/42 Govt 88 21 3.148 22) BOYT 2 02/15/52 GOVE 86-07 2.047T 2 02/15/50 GOVE 119.17- 1.216 -3,3-09' 173.0 0.022 99-OS (a) Complete the following table based on the Treasury active yield curves on April 22, 2022 and April 22, 2020 (as shown above) 4/22/2022 4/22/2020 Change from 04/22/2020 (in %) (in %) to 04/22/2022 (in basis points) 3-month Treasury yield 0.806 0.103 70.3 2-year Treasury yield 10-year Treasury yield 2.902 0.621 228.1 10-year minus 2-year Term Structure Spread 10-year minus 3-month Term Structure Spread 2.096 (b) How has the yield curve shifted in the last two years from April 22, 2020 to April 2022? Exercise Problem #5 (slide 35) Price Base Curve Selected: US Treasury Actives Curve US Treasury Actives Curve Actions 98% Chart Export Settings E Graph Curves -Axis Tenor Axis Mid YTM Currency Nage PCS BGN Specific 2220 A Relative a 101W IM Melay Curs ve Vatan Values and Members Values Members Constituents 125 Mid YTM 125 MIG YTM 125 Mid YTM Us rury Active CV us Erasury Active Curve (Cha) 04/22/22 04/22/20 BILLA 04/22/22-04/22/20 Tenor Description Price Yield Description Price Yield Yield 1D 1MB G 05/24/22 Govt 0.436 0.070 0.071 0.366 37.1 12 2MB O 06/21/22 Govt 0.581 0.590 B O 06/16/20 Govt OSS15 51.8 0.071 0.510 SKB 07/21/22 GOM -- 13) Govt 0.794 0.80GB O 07/23/20 Govt 0.101 0.103 0.692 70.3 sor SS 1.289 10 12 EMBO 10/20/22 Govt 1.315 BO 30/22/20 Govt 0.134 12 0.136 12 1.155 117.9 1.974 1YB 0 04/20/23 Govt 2.0318 0 04/22/21 GO 1020 0.164 0.161 1.812 186.8 Hea 2YT 29 03/31/24 Govt 5. 2.669T03/ 103.09 04 03/31/22 Govt 0.215 1-03 245.4 3YT 23. 01/15/25 Govt 99-11 2.OSZT 01 01/15/23 Govt 99-30% 0.263 SVISS -0-194 259.3 180 SVT 2 03/31/27 Gove 98-00 2.933 TO' 03/31/25 Gove 100-20'L 0.368 -2-19 256.5 19 ZYT 24. 03/31/29 Govt 96 11 2.949TO 3. 03/31/27 Covt 100 24 0.515 4-10 243.5 20) 10YTI 02/15/32 Govt 91-091 2.902TI02/15/30 GOVE LOB-11- 0.621 -17-02 228.1 20 20VT 25 02/15/42 Govt 88 21 3.148 22) BOYT 2 02/15/52 GOVE 86-07 2.047T 2 02/15/50 GOVE 119.17- 1.216 -3,3-09' 173.0 0.022 99-OS (a) Complete the following table based on the Treasury active yield curves on April 22, 2022 and April 22, 2020 (as shown above) 4/22/2022 4/22/2020 Change from 04/22/2020 (in %) (in %) to 04/22/2022 (in basis points) 3-month Treasury yield 0.806 0.103 70.3 2-year Treasury yield 10-year Treasury yield 2.902 0.621 228.1 10-year minus 2-year Term Structure Spread 10-year minus 3-month Term Structure Spread 2.096 (b) How has the yield curve shifted in the last two years from April 22, 2020 to April 2022Step by Step Solution
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