Question: 1a) List all the static features regarding the shape, level, and curvature of the U.S. yield curve b) List all the key dynamic properties regarding

1a) List all the static features regarding the shape, level, and curvature of the U.S. yield curve

b) List all the key dynamic properties regarding the volatility of the U.S. yield curve.

D G 1J K L M N O B Month = C Nov-87 E F Static Features: H I Shape = Upward 2 3 Inputs - click right arrow = ahead 1 month click left arrow = back 1 month click to the right the position bar = ahead 1 year click to the left the position bar = back 1 year slide the position bar to jump ahead or back Row 2 Yield To Maturity Dynamic Chart of US Yield Curve Dynamics 16% 14% 12% 10% 8% 6% 4% 2% 0% 5 10 15 20 Time To Maturity (Years) 25 30 25 Outputs Time To Maturity Yield To Maturity 3 5 27 1/12 3.65% 1/4 5.36% 1/2 6.43% 2 7.64% 7 8.54% #NA 10 8.99% 15 9.14% 20 9.22% 25 9.26% 30 9.29% 7.09% 8.04% 8.33%

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