*Real-time data provided by Federal Reserve Economic Data (FRED), Federal Reserve Bank of Saint Louis. For this exercise, you will need to enter data from FRED for the 30-year conventional mortgage rate, Moody's seasoned Aaa corporate bond yield, 3-month T-bill secondary market rate, and 10-year Treasury constant maturity rate. Then you will be asked to compute statistics based on that data. Finally, you will use what you've learned to answer a related economic question. Using the data from FRED, enter the values for May 2020 (shown as 2020-05-01 on FRED) for the following series IDs. (Enter your answers exactly as they appear on FRED.) Series ID MORTGAGE3OUS AAA Value 3.23% 2.50 % 0.13 % 0.67 % TB3MS GS10 Given that the expected inflation rate for May 2020 was 3.2%, use the data above to calculate the expected real interest rate for the following series IDs. (Enter your answers rounded to two decimal places.) Expected Real Interest Series ID Rate MORTGAGE3OUS 0.03% AAA -0.7 % TB3MS -3.07% GS10 - 2.53% were better off Given that the actual inflation rate for May 2020 was 0.24%, it can be concluded that, in terms of the cost of borrowing for that month, than expected and were worse off than expected. neither borrowers nor lenders Click to select your answer(s) and then click Check Answer. borrowers ? lenders All parts showing Clear All