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Assignment tips Yield curve formation example Time to maturity YTM note 1 yr 2 yrs 3yrs 5 yrs 8% 8.5% 8.9% 9.2% One year T-bond Two year T-bond Three year T-bond five year T-bond Time to maturity YTM note 1 yr 2 yrs 3yrs 5 yrs 8% 8.5% 8.9% 9.2% One year T-bond Two year T-bond Three year T-bond five year T-bond How the slope of the Yield is derived   March February January 3-month Treasury bill rate (percent) 0.10 0.13 0.08 10-year Treasury bond rate (percent) 2.04 2.00 1.87 Yield curve slope (basis points) 194 187 179 Sheet3 Sheet2 Sheet1 Chart1 1.00 0.08 2.00 0.09 3.00 0.09 5.00 0.09 time to maturity ytm yiled curve TTM YTM yield curve TTM YTM yield curve 1.00 2.00 3.00 5.00 0.08 0.09 0.09 0.09

Assignment tips Yield curve formation example Time to maturity YTM note 1 yr 2 yrs 3yrs 5 yrs 8% 8.5% 8.9% 9.2% One year T-bond Two year T-bond Three year T-bond five year T-bond Time to maturity YTM note 1 yr 2 yrs 3yrs 5 yrs 8% 8.5% 8.9% 9.2% One year T-bond Two year T-bond Three year T-bond five year T-bond How the slope of the Yield is derived   March February January 3-month Treasury bill rate (percent) 0.10 0.13 0.08 10-year Treasury bond rate (percent) 2.04 2.00 1.87 Yield curve slope (basis points) 194 187 179 Sheet3 Sheet2 Sheet1 Chart1 1.00 0.08 2.00 0.09 3.00 0.09 5.00 0.09 time to maturity ytm yiled curve TTM YTM yield curve TTM YTM yield curve 1.00 2.00 3.00 5.00 0.08 0.09 0.09 0.09