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

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!