Question

In: Finance

Go to treasury.gov and download the daily yield rates as of June 15, 2020.

 

Go to treasury.gov and download the daily yield rates as of June 15, 2020. Calculate the yield spread between the securities with 30-year and 1-year maturities.

Solutions

Expert Solution

I have taken a screenshot of the Daily yield rates as of June 15, 2020 from treasury.gov and shared the same below for your reference.

Yield for 1-year security as of June 15, 2020 = 0.17%

Yield for 30-year security as of June 15, 2020 = 1.45%

Thus, Yield spread = 1.45% - 0.17% = 1.28%


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