Question: help me with problem #5 Exercise Problem #5 (slide 35) Base Curve Selected: US Treasury Actives Curve US Treasury Actives Curve Actions 98) Chart Export

 help me with problem #5 Exercise Problem #5 (slide 35) Base

help me with problem #5

Exercise Problem #5 (slide 35) Base Curve Selected: US Treasury Actives Curve US Treasury Actives Curve Actions 98) Chart Export Settings ) B Graph Curves X- K-Axis Tenor.Y-Axis Mid TM Currency None PCS BGN Specific 04/22/20 Relative Lut 20 1W IM Mwlily Lure Rullivu Vul 0 o values and Members Values Members Constituents 125 Mid YTM 125 Mid YTM 125 Mid YTM US Treasury Actives Curve US Treasury Actives Curve (Change) 04/22/22 04/22/20 04/22/22-04/22/20 Tenor Description Price Yield Description Price Vield Price Yield 21 IMBO 05/24/22 Govt 0.436 0.442 BO 05/19/20 Govt 0.070 0.071 0.366 37.1 12 2MB O 06/21/22 Govt 0.581 0.590B O 06/16/20 Govt 0.071 0.072 0.510 51.8 23 3MBO 07/21/22 Govt 0.794 0.806B O 07/23/20 Govt 0.101 0.103 0.692 70.3 14 OMBO 10/20/22 Govt 1.289 1.315 B 0 10/22/20 Govt 0.134 0.136 1.155 117.9 TYBO 04/20/23 Govt 1.974 2.0313 0 04/22/21 Govt 0.161 0.104 1.312 136.B 10 2YT Z 4 03/31/24 Govt 99-067 2.6691003/31/22 Govt 100-09 0.215 -1-03 245.4 17) 3VT 2 04/15/25 Govt 99-11 2.857TO 04/15/23 Govt 99-304 0.263 -0-191 259.3 19 SYT 21 03/31/27 Govt 98-00 2.933 TO 03/31/25 Govt 100-20 0.368 -2-194 256.5 19 7YT 2 03/31/29 Govt 96-13+ 2.949TO 03/31/27 Govt 100-24 0.515 -4-10 243.5 20 107T 1 1 02/15/32 Govt 11-09 2.9021 102/15/30 Govt 108-11+ 0.621 -17-02 228.1 21 201 202/15/42 Govt 58-21 3.148 30VT 2102/15/52 Govt 86 07:12 2047T 2 02/15/50 GOVE 110-174 1.216 33 094 173.0 (a) Complete the following table based on the Treasury active yield curves on April 22, 2022 and April 22, 2020 (as shown above) 4/22/2022 4/22/2020 Change from 04/22/2020 (in %) (in %) to 04/22/2022 (in basis points) 3-month Treasury yield 0.806 0.103 70.3 2-year Treasury yield 10-year Treasury yield 2.902 0.621 228.1 10-year minus 2-year Term Structure Spread 10-year minus 3-month Term Structure Spread 2.096 (b) How has the yield curve shifted in the last two years from April 22, 2020 to April 2022? Exercise Problem #5 (slide 35) Base Curve Selected: US Treasury Actives Curve US Treasury Actives Curve Actions 98) Chart Export Settings ) B Graph Curves X- K-Axis Tenor.Y-Axis Mid TM Currency None PCS BGN Specific 04/22/20 Relative Lut 20 1W IM Mwlily Lure Rullivu Vul 0 o values and Members Values Members Constituents 125 Mid YTM 125 Mid YTM 125 Mid YTM US Treasury Actives Curve US Treasury Actives Curve (Change) 04/22/22 04/22/20 04/22/22-04/22/20 Tenor Description Price Yield Description Price Vield Price Yield 21 IMBO 05/24/22 Govt 0.436 0.442 BO 05/19/20 Govt 0.070 0.071 0.366 37.1 12 2MB O 06/21/22 Govt 0.581 0.590B O 06/16/20 Govt 0.071 0.072 0.510 51.8 23 3MBO 07/21/22 Govt 0.794 0.806B O 07/23/20 Govt 0.101 0.103 0.692 70.3 14 OMBO 10/20/22 Govt 1.289 1.315 B 0 10/22/20 Govt 0.134 0.136 1.155 117.9 TYBO 04/20/23 Govt 1.974 2.0313 0 04/22/21 Govt 0.161 0.104 1.312 136.B 10 2YT Z 4 03/31/24 Govt 99-067 2.6691003/31/22 Govt 100-09 0.215 -1-03 245.4 17) 3VT 2 04/15/25 Govt 99-11 2.857TO 04/15/23 Govt 99-304 0.263 -0-191 259.3 19 SYT 21 03/31/27 Govt 98-00 2.933 TO 03/31/25 Govt 100-20 0.368 -2-194 256.5 19 7YT 2 03/31/29 Govt 96-13+ 2.949TO 03/31/27 Govt 100-24 0.515 -4-10 243.5 20 107T 1 1 02/15/32 Govt 11-09 2.9021 102/15/30 Govt 108-11+ 0.621 -17-02 228.1 21 201 202/15/42 Govt 58-21 3.148 30VT 2102/15/52 Govt 86 07:12 2047T 2 02/15/50 GOVE 110-174 1.216 33 094 173.0 (a) Complete the following table based on the Treasury active yield curves on April 22, 2022 and April 22, 2020 (as shown above) 4/22/2022 4/22/2020 Change from 04/22/2020 (in %) (in %) to 04/22/2022 (in basis points) 3-month Treasury yield 0.806 0.103 70.3 2-year Treasury yield 10-year Treasury yield 2.902 0.621 228.1 10-year minus 2-year Term Structure Spread 10-year minus 3-month Term Structure Spread 2.096 (b) How has the yield curve shifted in the last two years from April 22, 2020 to April 2022

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