Plot the difference since $1979$ between the Moody's Baa bond index $($FRED code: BAA$)$ and the U$.$S$.$ Treasury $10-$year bond yield $($FRED code: GS$10).$ Comment on the trend and variability of this "credit risk premium". $($see Chapter $7)$ before and after the $2007-2009$ financial crisis. $($LO$1)$

Hint: Enter "WBAA" into the FRED searfi box to obtain the Moody's weekly BAA bond index. Select "Edit Graph" and at the odrify frequency" dropdown box select "Monthly." Then in the "Customize data" search box enter the $10-$year U$.$S$.$ Treasury bond yield, $"$GS$10".$ When the full name appears below the search box, click it and apply the "Add" button. In the formula box, subtract variable $($b$)$ the $10-$year Treasury yield $-$ from variable $($a$)-$ the BAA bond rate index: a$-$b$.$ Then select "Apply."

Finally, use the box for the startifg observation $($to the left of the "Edit Graph" button$)$ to enter January $1979$ as the beginning date.

Moody's Seasoned Baa Corporate Bond Yield$-$Market Yield on U$.$S$.$ Treasury Securities at $10-$Year Constant Maturity, Quoted on an Investment Basis