Question: Use Microsoft Excel spreadsheet to construct a graph of the Yield Curves for the first and the last dates, based on the data provided by
Use Microsoft Excel spreadsheet to construct a graph of the Yield Curves for the first and the last dates, based on the data provided by the US Department of Treasury through its Daily Treasury Yield Curve Rates. What do you observe about the shape of the yield curves you have constructed?
| Date | 1 Mo | 3 Mo | 6 Mo | 1 Yr | 2 Yr | 3 Yr | 5 Yr | 7 Yr | 10 Yr | 20 Yr | 30 Yr |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 0.82 | 0.98 | 1.07 | 1.16 | 1.28 | 1.45 | 1.76 | 2.02 | 2.21 | 2.60 | 2.87 |
| 2 | 0.89 | 1.00 | 1.12 | 1.22 | 1.38 | 1.51 | 1.79 | 2.02 | 2.21 | 2.60 | 2.87 |
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