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You can calculate the yield curve, given inflation and maturity related risks. Looking at the yield curve, you can use the information embedded in it

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You can calculate the yield curve, given inflation and maturity related risks. Looking at the yield curve, you can use the information embedded in it to estimate the market's expectations regatding future inflation, risk, and short-term interest rates. The theory states that the shape of the yield curve depends on investars' expectations about future interest rates. The theory assumes that bond treders establiah bond prices and interest rates strictly on the basis of expectations for future interest rates and that they are indifferent to maturity because they dont view long-term bonds as being riskler than short-term bonds. For example, assume that you had a 1 -year T-bond that yelds 1.4% and a 2 year T-bond that yields 2.6%. From this information you could determine what the yield on a 1 -year T-bond one year from now would be. Investors with a 2 year horizon could invest in the 2-year T-bond or they could invest in a 1-year T-bond todsy and a 1-year T-bond one year from teday. Both options should yield the same result if the maket is in equilibrium; otherwise, investors would buy and sell securities until the market was in equilibrium. Quantitative Problens: Today, interest rates on 1-year T-bonds yield 1.4%, interest rates on 2 -year T-bonds yield 2.6%, and interest rates on 3 -year T-bonds yield 3.3%. a. If the pure expectations theory is correct, what is the yeld on 1 -year T-bonds one yeer from now? be whre to use a geometric average in your calculations. Do not round intermediate calculations. Round your answer to four decimal places. b. It the pure expectations theory is conect, what is the yield on 2 -year T.bonds one year from now? Be sure to use a geometric average in your calculations. Do not round intermediate calculations round your answer to four decimal places. c. If the pure expectations theory is correct, what is the yield on 1-year T-bonds two years from nown be sure to use a geometric average in your calculations, Do not round intermediate calculations, Round your answer to four decimal places. maturity-related risks. Looking at the yield curve, you can use the information em t-term interest rates. The theory states that the shape of the assumes that bond trader y don't view long-term bc han short-term bonds. For example, : the yield on a 1-year T-bond one ye y could invest in a 1-year T-bond today and a 1-year T-bond one year from today. uld buy and sell securities until the market was in equilibrium. nterest rates on 2 -year T-bonds yield 2.6%, and interest rates on 3 -year T-bonds y the yield on 1-year T-bonds one year from now? Be sure to use a geometric averag - decimal places. the yield on 2-year T-bonds one year from now? Be sure to use a geometric averag decimal places. the yield on 1-year T-bonds two years from now? Be sure to use a geometric averac r decimal places. maturity-related risks. Looking at the yield curve, you can use the information em t-term interest rates. The theory states that the shape of the assumes that bond trader y don't view long-term bc han short-term bonds. For example, : the yield on a 1-year T-bond one ye y could invest in a 1-year T-bond today and a 1-year T-bond one year from today. uld buy and sell securities until the market was in equilibrium. nterest rates on 2 -year T-bonds yield 2.6%, and interest rates on 3 -year T-bonds y the yield on 1-year T-bonds one year from now? Be sure to use a geometric averag - decimal places. the yield on 2-year T-bonds one year from now? Be sure to use a geometric averag decimal places. the yield on 1-year T-bonds two years from now? Be sure to use a geometric averac r decimal places

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