Question: PLEASE INCLUDE EXCEL FORMULAS. DATA TO PASTE TO EXCEL: U.S. TREASURY STRIP DATA Current date 22-Jun-2015 Price Maturity Yahoo yield 99.996 15-Aug-2015 0.020% 99.964 15-Nov-2015

PLEASE INCLUDE EXCEL FORMULAS.

DATA TO PASTE TO EXCEL:

U.S. TREASURY STRIP DATA
Current date	22-Jun-2015
Price	Maturity	Yahoo yield
99.996	15-Aug-2015	0.020%
99.964	15-Nov-2015	0.090%
99.874	15-Feb-2016	0.190%
99.7095	15-May-2016	0.320%
99.551	15-Aug-2016	0.390%
99.333	15-Nov-2016	0.480%
98.7775	15-May-2017	0.640%
98.787	15-May-2017	0.640%
98.4465	15-Aug-2017	0.730%
97.2295	15-May-2018	0.970%
96.0995	15-Nov-2018	1.170%
95.4985	15-Feb-2019	1.260%
94.09	15-Aug-2019	1.470%
92.7465	15-Feb-2020	1.620%
92.6395	29-Feb-2020	1.630%

D E F 1 2 Days to maturity Years to maturity Continuous yield 3 4 5 6 7 8 B U.S. TREASURY STRIP DATA Current date 22-Jun-2015 Yahoo Price Maturity yield 99.996 15-Aug-2015 0.020% 99.964 15-Nov-2015 0.090% 99.874 15-Feb-2016 0.190% 99.7095 15-May-2016 0.320% 99.551 15-Aug-2016 0.390% 99.333 15-Nov-2016 0.480% 98.7775 15-May-2017 0.640% 98.787 15-May-2017 0.640% 98.4465 15-Aug-2017 0.730% 97.2295 15-May-2018 0.970% 96.0995 15-Nov-2018 1.170% 95.4985 15-Feb-2019 1.260% 94.09 15-Aug-2019 1.470% 92.7465 15-Feb-2020 1.620% 92.6395 29-Feb-2020 1.630% 9 10 11 12 13 14 15 16 17 18 a. Complete the file to derive the continuous yields of the zero-coupon Treasury strips. Graph the yields to derive the yield curve on 22 June 2015. b. Why do you think that the yields of very short-term zero strips (the first two) are so low? D E F 1 2 Days to maturity Years to maturity Continuous yield 3 4 5 6 7 8 B U.S. TREASURY STRIP DATA Current date 22-Jun-2015 Yahoo Price Maturity yield 99.996 15-Aug-2015 0.020% 99.964 15-Nov-2015 0.090% 99.874 15-Feb-2016 0.190% 99.7095 15-May-2016 0.320% 99.551 15-Aug-2016 0.390% 99.333 15-Nov-2016 0.480% 98.7775 15-May-2017 0.640% 98.787 15-May-2017 0.640% 98.4465 15-Aug-2017 0.730% 97.2295 15-May-2018 0.970% 96.0995 15-Nov-2018 1.170% 95.4985 15-Feb-2019 1.260% 94.09 15-Aug-2019 1.470% 92.7465 15-Feb-2020 1.620% 92.6395 29-Feb-2020 1.630% 9 10 11 12 13 14 15 16 17 18 a. Complete the file to derive the continuous yields of the zero-coupon Treasury strips. Graph the yields to derive the yield curve on 22 June 2015. b. Why do you think that the yields of very short-term zero strips (the first two) are so low

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