principles of fincance
tedy.r
week_01_problems.xlsYield Curve 1
| Name: | ||
| Term to Maturity in Years | Feb-00 | Feb-05 |
| 0.5 | 3.00% | 8.70% |
| 1 | 3.20% | 9.40% |
| 5 | 3.63% | 9.20% |
| 10 | 3.91% | 9.00% |
| 20 | 4.31% | 8.00% |
Yield Curve 1
| 0.5 | 0.5 |
| 1 | 1 |
| 5 | 5 |
| 10 | 10 |
| 20 | 20 |
Feb-00
Feb-05
Years to Maturity
Interest Rate (%)
U.S. Treasury Bond interest Rates on Different Dates
0.03
0.087
0.032
0.094
0.0363
0.092
0.0391
0.09
0.0431
0.08
