Question: Using recent data from the US Treasury Daily Yield Curve Rates (specify the date used), calculate the Forward Rates for one-year and two-years from now,

  1. Using recent data from the US Treasury Daily Yield Curve Rates (specify the date used), calculate the Forward Rates for one-year and two-years from now, as well as the expected inflation rates indicated from the data for the current year and the next two years: Daily Treasury Yield Curve Rates. Repeat the process for the Daily Treasury Real Yield Curve Rates: Daily Treasury Real Yield Curve Rates. Explain the differences (if any) between the inflation rates anticipated by the two methods.
  • Daily Treasury Yield Curve Rates.
    • Date: 2/12/2021
    • Yr1: 0.06
    • Yr2: 0.11
    • Yr3: 0.20
      • Forward Rates for one-year and two-years from now
      • Expected inflation rates for the current year and the next two years:

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