Chapter 06 - Table 6-3 - 15.500% 3.750% 19.250% 17 7.000%...

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n 1 23.000% 23.000% 0.000% 23.000% 2 22.000% 22.500% 0.250% 22.750% 3 21.000% 22.000% 0.500% 22.500% 4 20.000% 21.500% 0.750% 22.250% 5 19.000% 21.000% 1.000% 22.000% 6 18.000% 20.500% 1.250% 21.750% 7 17.000% 20.000% 1.500% 21.500% 8 16.000% 19.500% 1.750% 21.250% 9 15.000% 19.000% 2.000% 21.000% 10 14.000% 18.500% 2.250% 20.750% 11 13.000% 18.000% 2.500% 20.500% 12 12.000% 17.500% 2.750% 20.250% 13 11.000% 17.000% 3.000% 20.000% 14 10.000% 16.500% 3.250% 19.750% 15 9.000% 16.000% 3.500% 19.500% 16 8.000%
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Unformatted text preview: 15.500% 3.750% 19.250% 17 7.000% 15.000% 4.000% 19.000% 18 6.000% 14.500% 4.250% 18.750% 19 5.000% 14.000% 4.500% 18.500% 20 4.000% 13.500% 4.750% 18.250% e i t+j ( e i t+j )/n l nt i nt 1 2 3 4 5 0% 5% 10% 15% 20% 25% Yield Curve ( Expected Return 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 (it=23%, eij+1=eij-1%, and lnj+1=lnj+0.25%) Years to Maturity...
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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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Chapter 06 - Table 6-3 - 15.500% 3.750% 19.250% 17 7.000%...

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