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For this assignment, you will obtain current yields for Treasury securities at a variety of maturities, calculate the forward rates at various points in time, and graph the yield and forward rate curves. As you collect data, format your spreadsheet appropriately. Collect the data from https://www.wsj.com/market-data/bonds/treasuries. You will notice two links on this page: one for "Treasury Notes \& Bonds," and the other for "Treasury Bills." A bill is a short-term debt instrument with maturities up to fifty-two weeks, notes have maturities between two and ten years, while bonds have maturities up to thirty years. Pick a day to start the assignment and label that date "Today" in your spreadsheet. Then, obtain the Asked Yield from the WSJ at the following intervals from your start date: 1-, 3-, and 6-months, and 1-, 3-, 5-, 7-, 10-, 15-, 20-, 25-, and 30-years. For maturities up to 1-year, use yields for T-bills. Do not worry if you do not find securities with maturity dates at exact intervals from your start date; this is expected. For example, if my start date is 8/1/2022, the closest security I may find for a 6-month T-bill might mature on 1/31/23. If there is more than one security for each maturity, choose one; the yields will be very close or the same. Use the YEARFRACO function to calculate the time to maturity for each security, with a start_date of the date you picked for Today (above) and an end_date of the maturity date. Then, calculate the forward rates between each maturity. The time between each pair of securities is t in the root, 1/t, you'll take to compute the forward rates. Finally, graph the yield and forward rate curves and appropriately label your chart. Time to maturity should be on the x-axis and Yield to maturity on the y-axis. For this assignment, you will obtain current yields for Treasury securities at a variety of maturities, calculate the forward rates at various points in time, and graph the yield and forward rate curves. As you collect data, format your spreadsheet appropriately. Collect the data from https://www.wsj.com/market-data/bonds/treasuries. You will notice two links on this page: one for "Treasury Notes \& Bonds," and the other for "Treasury Bills." A bill is a short-term debt instrument with maturities up to fifty-two weeks, notes have maturities between two and ten years, while bonds have maturities up to thirty years. Pick a day to start the assignment and label that date "Today" in your spreadsheet. Then, obtain the Asked Yield from the WSJ at the following intervals from your start date: 1-, 3-, and 6-months, and 1-, 3-, 5-, 7-, 10-, 15-, 20-, 25-, and 30-years. For maturities up to 1-year, use yields for T-bills. Do not worry if you do not find securities with maturity dates at exact intervals from your start date; this is expected. For example, if my start date is 8/1/2022, the closest security I may find for a 6-month T-bill might mature on 1/31/23. If there is more than one security for each maturity, choose one; the yields will be very close or the same. Use the YEARFRACO function to calculate the time to maturity for each security, with a start_date of the date you picked for Today (above) and an end_date of the maturity date. Then, calculate the forward rates between each maturity. The time between each pair of securities is t in the root, 1/t, you'll take to compute the forward rates. Finally, graph the yield and forward rate curves and appropriately label your chart. Time to maturity should be on the x-axis and Yield to maturity on the y-axis