Chapter 06 - Table 6-2 - 3.500% 14.500% 16 19.000% 11.500%...

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file:////home/vdimitrov/6293/6075d92fb44ee9e281112f6d4f78b4a03c0c6069.xls 1/1 10/06/2010 [07:16:52] n 1 4.000% 4.000% 0.000% 4.000% 2 5.000% 4.500% 0.250% 4.750% 3 6.000% 5.000% 0.500% 5.500% 4 7.000% 5.500% 0.750% 6.250% 5 8.000% 6.000% 1.000% 7.000% 6 9.000% 6.500% 1.250% 7.750% 7 10.000% 7.000% 1.500% 8.500% 8 11.000% 7.500% 1.750% 9.250% 9 12.000% 8.000% 2.000% 10.000% 10 13.000% 8.500% 2.250% 10.750% 11 14.000% 9.000% 2.500% 11.500% 12 15.000% 9.500% 2.750% 12.250% 13 16.000% 10.000% 3.000% 13.000% 14 17.000% 10.500% 3.250% 13.750% 15 18.000% 11.000%
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Unformatted text preview: 3.500% 14.500% 16 19.000% 11.500% 3.750% 15.250% 17 20.000% 12.000% 4.000% 16.000% 18 21.000% 12.500% 4.250% 16.750% 19 22.000% 13.000% 4.500% 17.500% 20 23.000% 13.500% 4.750% 18.250% e i t+j (Σ e i t+j )/n l nt i nt 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 0% 2% 4% 6% 8% 10% 12% 14% 16% 18% 20% Yield Curve (it=4%, eij+1=eij+1%, and lnj+1=lnj+0.25%) Years to Maturity Expected Return...
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This note was uploaded on 10/05/2010 for the course ECO 349 taught by Professor H during the Fall '09 term at University of Toronto- Toronto.

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