792 Table 1 Cases Treasury Security Yields August 1991 Maturity 3 months 6 months 1 year 2 years 3 years 4 years 5 years 6 years 7 years 8 years 9 years 10 years 30 years 5.33% 5.39 5.78 6.43 6.80 7.23 7.43 7.51 7.74 7.79 7.86 7.90 8.14 August 1992 3.13% 3.21 3.47 4.19 4.72 4.86 5.60 5.87 6.12 6.32 6.47 6.59 7.39 November 1992 3.20% 3.43 3.80 4.65 5.23 5.72 6.12 6.34 6.56 6.87 6.95 7.18 7.53

FINANCIAL ACCOUNTING
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ISBN:9781259964947
Author:Libby
Publisher:Libby
Chapter1: Financial Statements And Business Decisions
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Using the data provided in the table below, construct the yield curves for August 1991, August 1992, and November 199

792
Table 1
Cases
Treasury Security Yields
August
1991
Maturity
3 months
6 months
1 year
2 years
3 years
4 years
5 years
6 years
7 years
8 years
9 years
10 years
30 years
5.33%
5.39
5.78
6.43
6.80
7.23
7.43
7.51
7.74
7.79
7.86
7.90
8.14
August
1992
3.13%
3.21
3.47
4.19
4.72
4.86
5.60
5.87
6.12
6.32
6.47
6.59
7.39
November
1992
3.20%
3.43
3.80
4.65
5.23
5.72
6.12
6.34
6.56
6.87
6.95
7.18
7.53
Transcribed Image Text:792 Table 1 Cases Treasury Security Yields August 1991 Maturity 3 months 6 months 1 year 2 years 3 years 4 years 5 years 6 years 7 years 8 years 9 years 10 years 30 years 5.33% 5.39 5.78 6.43 6.80 7.23 7.43 7.51 7.74 7.79 7.86 7.90 8.14 August 1992 3.13% 3.21 3.47 4.19 4.72 4.86 5.60 5.87 6.12 6.32 6.47 6.59 7.39 November 1992 3.20% 3.43 3.80 4.65 5.23 5.72 6.12 6.34 6.56 6.87 6.95 7.18 7.53
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