QUESTION 12 What is the correlation between the Treasury bond return and the rate of inflation (the percentage change in CPI) in the attached data-set? Q12 DATA.xlsx Time 2 6 10 11 12 13 14 15 16 YTM 0.57% 0.64% 0.69% 0.68% 0.63% 0.68% 0.66% 0.60% 0.68% 0.57% 0.60% 0.52% 0.48% 0.44% 0.53% 0.47% 0.42% 0.49% 0.46% 0.46% 0.42% 0.39% 0.38% 0.34% 0.28% 0.34% 0.32% 0.28% 0.32% 0.31% Consumer Price Index 127.5 128 128.6 128.9 129.1 129.9 130.5 131.6 132.5 133.4 133.7 134.2 134.7 134.8 134.8 135.1 135.6 136 136.2 136.6 137 137.2 137.8 138.2 138.3 138.6 139.1 139.4 139.7 140.1 17 18 19 20 21 22 23 24 25 26 27 28 29 30