are171a-2011-fall-homework-1-key

are171a-2011-fall-homework-1-key - ARE 171a Fal2011 I ~1KEY...

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Fal2011 I ~1KEY [ Problem 1 ~ ®T~~~------------~ 1010 3010 6010' 1 yr 2yrs 3 912811990 NlA 7.37 7.54 1.69 yrs 5 yrs 7 yrs 10 yrs 20 yrs 30 yrs 912911995 NlA 5 . . 8.02 8.19 8.47 8.73 8.82 8.96 ." 5.57 5.65 5.83 5.91 6.01 9l2912OOO NlA 6.23 6.28 6.07 598 6.11 6.17 6.6 6.49 9f3OI2OO5 . 5.91 5.85 5 93 3.15 3.55 3.93 .. 01 .. 18 .. . 5.8 6.13 5.88 ... ... ...18 4.18 4.23 ... ". . ".62 9I30I2010 0.14 0.16 0.19 027 0..... ....... .. 9I30I2011 0 02 ....... 0.64 127 1 91 2 53 3 38 0.02 . 0.06 0.13 0.25 0.42 0.96 . . . 3.69 lime to 0.0833 0.25 0.5 1 1.43 1.92 2.66 2.9 maturily 2 3 5 7 10 20 30 soun:e: US Dept. oflhe T~, Daily Treasury Yield CUrve rates See yield QBYeS charted on next page cD The yield caves were baeicaIy nonnaI in allhe years plotted, except for Sepl.2OOO, which was inverted. NonnaI or inverted? dIIference between Average level of rates 1990 J' NonnaI 3 010 and 10 year yields (I ~ '!te 1 010 bIIs below) 1.45 mlalivelyhigh. -7.3-9% 1995 MosIIy nonnaI o.n moderate. -5.4-6.6% 2000 Inverted c::. -0.43
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This note was uploaded on 03/18/2012 for the course ARE 171A taught by Professor Whitney during the Fall '08 term at UC Davis.

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are171a-2011-fall-homework-1-key - ARE 171a Fal2011 I ~1KEY...

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