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Examine yield curve shapes using daily yield curve rates provided by U.S. department of treasury . a)...

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Finance

Examine yield curve shapes using daily yield curve ratesprovided by U.S. department of treasury .

a) Report treasure yield rates (1 month, 3 month, 6 month, 1year, 2 year, 3 year, 5 year, 7 year, 10 year, 20 year, 30 year) onJan. 02, 2014, Jan. 02, 2015, Jan. 04, 2016, Jan. 03, 2017, Jan.02, 2018, Jan. 02, 2019, and Sep. 02, 2019.

b) Compute each term spreads for seven term structures.

c) Plot seven yield curves that show the relation between yieldsand maturities.

d) Provide your findings thoroughly from b) and c).

Answer & Explanation Solved by verified expert
3.9 Ratings (638 Votes)
A Report Treasury yield ratesDate1 Mo3 Mo6 Mo1 Yr2 Yr3 Yr5 Yr7 Yr10 Yr20 Yr30    See Answer
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