Question: a) Given the price and maturity dates, complete the table by computing days to maturity and annual yield. b) Plot the Treasury Strip Yield Curve

a) Given the price and maturity dates, complete the table by computing days to maturity and annual yield.

b) Plot the Treasury Strip Yield Curve ( Annual Yield vs maturity)

Current date 22-Jun-2015 \begin{tabular}{|c|c|c|c|} \hline Price & Maturity & Daystomaturity & Annual Yield \\ \hline 99.996 & 15-Aug-2015 & & \\ \hline 99.964 & 15-Nov-2015 & \\ \hline 99.874 & 15-Feb-2016 & \\ \hline 99.7095 & 15-May-2016 & \\ \hline 99.551 & 15-Aug-2016 \\ \hline 99.333 & 15-Nov-2016 \\ \hline 98.7775 & 15-May-2017 \\ \hline 98.787 & 15-May-2017 \\ \hline 98.4465 & 15-Aug-2017 \\ \hline 97.2295 & 15-May-2018 \\ \hline 96.0995 & 15-Nov-2018 \\ \hline 95.4985 & 15-Feb-2019 \\ \hline 94.09 & 15-Aug-2019 \\ \hline 92.7465 & 15-Feb-2020 \\ \hline 92.6395 & 29-Feb-2020 \\ \hline 91.9615 & 15-May-2020 \\ \hline 91.3785 & 15-Aug-2020 \\ \hline 89.985 & 15-Feb-2021 \\ \hline 89.113 & 15-May-2021 \\ \hline \end{tabular}

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock blur-text-image

Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock

Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!

US TREASURY STRIP DATA Given the price and maturity dates, complete the table by computing days to maturity and annual yield. Plot the Treasury Strip Yield Curve. U.S. TREASURY Current date...

please include excel formulas and i will upvote US TREASURY STRIP DATA Given the price and maturity dates, complete the table by computing days to maturity and annual yield Plot the Treasury Strip...

a) Given the price and maturity dates, complete the table by computing days to maturity and annual yield. b) Plot the Treasury Strip Yield Curve. a) Given the price and maturity dates, complete the...

a) Given the price and maturity dates, complete the table by computing days to maturity and annual yield. b) Plot the Treasury Strip Yield Curve ( Annuak Yield vs maturity) U.S. IREASURY U.S. IREASURY

Please provide excel spreadsheet detailing how you got to the multiple choice answer. I am trying to get ahead and understand each of the practiceproblems in prep for a exam so it would be very...

Please fill in the given excel file for the following bond problems 1. Given the information about Target?s bond, Symbol: TGT.IJ and CUSIP: 87612EAU0, on FINRA's website: http://www.finra.org/, what...

Bond and Stock Valuation PEACHTREE SECURITIES, INC. B Laura Donahue, the recently hired utility analyst for Peachtree Secunties, passed her first assignment with flying colors see Case 2 Peachtree...

Bond and Stock Valuation PEACHTREE SECURITIES, INC. (B) Laura Donahue, the recently hired utility analyst for Peachtree Securities, passed her first assignment with flying colors see Case 2,...

Hello my friend please assist me with my discussion Interest Rates Negotiation is a soft skill that might just be one of the most important skills you will ever learn. For this Discussion you will...

I need to know how to do the sections under Master It! and Solution Ross, Westerfield, Jaffe, and Jordan's Spreadsheet Master Corporate Finance, 11th edition by Brad Jordan and Joe Smolira Version...

Suppose that f C[a, b] is differentiable on the open interval (a, b). Then there exists some x (a, b) such that f(b) - f(a) = f[x](b - a)

Water vapor initially at 10 bar and 400C is contained within a piston-cylinder assembly. The water is cooled at constant volume until its temperature is 150C. The water is then condensed isothermally...

Dominating Portfolios, Consider Stock Blue and Stock Red. Given the scenarios belove, does one stock dominate the other? ( . . O 6 . 5 ) a . Stock Blue has a return and risk of 6 % and 8 % , while...

A company is preparing completing their Cash Budget. The following data has been prepared for cash receipts and payments. January February March Cash receipts $1,061,200 $1,182,400 $1,091,700 Cash...