Question: Bo Complete the table for yield curve construction (15 points) Bond Term to Maturity 1 m T-Bill 28 days 3 m T-BIRI 90 days 6
Bo Complete the table for yield curve construction (15 points) Bond Term to Maturity 1 m T-Bill 28 days 3 m T-BIRI 90 days 6 m T-BIT 180 days 9 m T-BIRI 270 days 1 YT.Note 1 year 2 YT:Note 2 years 5 YT-Note 5 years 10 y T-Bond 10 years 20y T-Bond 20 years 30y T-Bond 30 years Compound in Annual coupe Face Value Current Marilyield to Maturity $ 1,000.00 $ 999.76 $ 1,000.00 $ 999.62 $ 5,000.00 $ 4,992.45 $ 2,000.00 S 1.991.94 $10,000.00 S 9,945.92 6 months 0.50% $20,000.00 6 months 0.55% $30,000.00 6 months 0.65% $50,000.00 6 months 0.73% $50,000.00 6 months 0.87% $70,000.00
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