Question: Show calculation 2) A 1 year treasury strip has a price of 95.01. A 2 year treasury strip has a price of 92.45. A 3
2) A 1 year treasury strip has a price of 95.01. A 2 year treasury strip has a price of 92.45. A 3 year treasury strip has a price of 91.05. What is the 1 year treasury yield to maturity? What is the 2 year treasury yield to maturity? What is the 3 year treasury strip yield to maturity? What is the expected yield on a 1 year treasury security 1 year from now? What is the expected yield on a 1 year treasury security 2 years from now
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