Yield Curve and Bond Valuation Worksheet Action Items: 1. Go to the http://www.federalreserve.gov/releases/h15/data htm to examine historical daily interest rates on U.S. Treasuries. 2. Scroll down to "Treasury constant maturities" and in the row "1-month under "Nominal" click "Business day." As you can see, rates on the one-month U.S. Treasury bill are provided for cach business day from August 28, 2018. For this assignment you are asked to pick a business date five years ago this month. (For example, in January 2012 I would pick a business date in January 2007.) Then, using this row and the subsequent rows below it under"Treasury Constant Maturities" determine the shape of the yield curve (See Figure 6.11in the textbook for examples of Treasury yield curves) on that date five years ago based on the rates published by the Fed by completing the table below for the listed Treasury maturities (see example below): Business Date Chosen Five Years Ago 1-month Nominal T-bill Rate on that Date 3-month Nominal T-bill Rate on that Date 6-month Nominal T-bill Rate on that Date vear Nominal T-note Rate on that Date 5-year Nominal T-note Rate on that Date 10-year Nominal T-note Rate on that Date 20-vear Nominal T-bond Rate on that Date 30-vear Nominal T-bond Rate on that Date 9/28/201.3 0.04% 0.03% 0.07% 0.1 4% 0.4% 2.78% 3.5% 3.75%