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 each business day from July 31, 2001 to the present. 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): 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 each business day from July 31, 2001 to the present. 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)