Exam #1
b)(15 points) Consider the following information on the yield curve during this conundrum period: DATE i on 3 month TBill i on 10 year GS 6/30/04 1.30% 4.62% 3/1/05 2.7% 4.38% 12/30/06 4.9% 4.38% Plot these three yield curves on ONE diagram, labeling each with the appropriate dates. 15 points for correct and completely labeled graph ................
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