If the 3-year US Treasury yield is 4.55% and the 3-year expected (forward) yield is 3.25%, what

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If the 3-year US Treasury yield is 4.55% and the 3-year expected (forward) yield is 3.25%, what is the 6-year US Treasury yield currently?

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Quantitative Investment Analysis

ISBN: 978-1119104223

3rd edition

Authors: Richard A. DeFusco, Dennis W. McLeavey, Jerald E. Pinto, David E. Runkle

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Posted Date: Jul 14, 2023 01:14 AM

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If the 3-year US Treasury yield is 4.55% and the 3-year expected (forward) yield is 3.25%, what

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To calculate the 6year US Treasury yield we can use the concept of the yield curve and the expectati... View the full answer

Quantitative Investment Analysis

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