171ahw1_f11

171ahw1_f11 - ARE 171A M. Whitney Fall 2011 HOMEWORK...

Info iconThis preview shows pages 1–2. Sign up to view the full content.

View Full Document Right Arrow Icon
ARE 171A M. Whitney Fall 2011 HOMEWORK ASSIGNMENT 1 Due Wednesday, Oct. 12th, in class 1. (32) Data on nominal yields of US Treasury securities can be found at: http://www.treasury.gov/resource-center/data-chart-center/interest- rates/Pages/TextView.aspx?data=yield a. Fill in the chart below (easiest if you use a spreadsheet): 1 mo 3 mo 6 mo 1 yr 2 yrs 3 yrs 5 yrs 7 yrs 10 yrs 20 yrs 30 yrs 9/28/1990 9/29/1995 9/29/2000 9/30/2005 9/30/2010 9/30/2011 You can leave blank cells for which bonds were not available on certain dates. After showing your data above, plot the yield curve for each of these 6 dates, showing % yield on the Y axis, and time to maturity on the X axis. Omit the one-month maturity since it was only available in the recent years.You will have 6 yield curves, all on one common graph. Make the plot a full page in size, so you have room to see differences in the curves clearly. (Note that to keep the curve proportional using a graphing program, you need to use an "X-Y" graph format, where X is years, then enter .25 for 3 months, .5 for six months, etc.
Background image of page 1

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
Image of page 2
This is the end of the preview. Sign up to access the rest of the document.

Page1 / 2

171ahw1_f11 - ARE 171A M. Whitney Fall 2011 HOMEWORK...

This preview shows document pages 1 - 2. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online