Please put in excel format

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Please put in excel format

Please put in excel format
The Board of Governors of the Federal Reserve System publishes “constant maturity” and zero-coupon yields that are interpolated by the U.S. Treasury from the daily yield curve for non-inflation-indexed Treasury securities. These yields are based on the closing market bid yields on actively traded Treasury securities in the over-the-counter market. These market yields are calculated from composites of quotations obtained by the Federal Reserve Bank of New York. The attached spreadsheet contains year-end, constant-maturity and zero-coupon yields from 2004 – 2020. For the Yield Curve tab, the assignment is to: 1. Plot a yield curve for each year between 2004 – 2020 and display on one graph. 2. Indicate the shape of the yield curve for each year, i.e., Normal, Inverted, or Flat. For the Zero-Coupon tab, the assignment is to: 1. Calculate the series of one-year forward rates for each year between 2004 – 2020, i.e., 2f1, 3f1, 4f1, 5f1, 6f1, 7f1, 8f1, 9f1, 10f1. 2. Plot the series of one-year forward rates and display on one graph. 3. Indicate for each forward-rate curve, the expected direction of future short-term rates, i.e., Increasing, Decreasing, Constant.

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