Question

Given the Treasury rates shown below, what is the expected 2 year Treasury rate one year...

Given the Treasury rates shown below, what is the expected 2 year Treasury rate one year from today?

Term Yield
1 year 1%
2 year 6%
3 year 6%

Homework Answers

Answer #1

Please refer to below spreadsheet for calculation and answer. Cell reference also provided.

Cell reference -

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