Compute the daily interest (yield) changes, ?y = y(t) ? y(t ? 1), for the 10...

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Compute the daily interest (yield) changes, ?y = y(t) ? y(t ?1), for the 10 year constant yields over time. Also, please showthe calculations you use for the first 5 answers

Date10 year Treasury Constant Maturity Rate?Y
2015-01-022.12
2015-01-052.04
2015-01-061.97
2015-01-071.96
2015-01-082.03
2015-01-091.98
2015-01-121.92
2015-01-131.91
2015-01-141.86
2015-01-151.77
2015-01-161.83
2015-01-19#N/A
2015-01-201.82
2015-01-211.87
2015-01-221.90
2015-01-231.81
2015-01-261.83
2015-01-271.83
2015-01-281.73
2015-01-291.77
2015-01-301.68
2015-02-021.68

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3.8 Ratings (415 Votes)
Daily interest rate change for a day Y Yt Yt1 where Yt 10 year treasury constant maturity rate for the day and Yt1 10 year treasury constant maturity rate for previous trading day Daily interest rate change for 05012015 10 year treasury constant maturity rate for 05012015 10 year treasury constant maturity rate for    See Answer
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Compute the daily interest (yield) changes, ?y = y(t) ? y(t ?1), for the 10 year constant yields over time. Also, please showthe calculations you use for the first 5 answersDate10 year Treasury Constant Maturity Rate?Y2015-01-022.122015-01-052.042015-01-061.972015-01-071.962015-01-082.032015-01-091.982015-01-121.922015-01-131.912015-01-141.862015-01-151.772015-01-161.832015-01-19#N/A2015-01-201.822015-01-211.872015-01-221.902015-01-231.812015-01-261.832015-01-271.832015-01-281.732015-01-291.772015-01-301.682015-02-021.68

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