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Question: what is the 10-year to 3-month term premium of the following yield curve –Free Chegg Question Answer

what is the 10-year to 3-month term premium of the following yield curve

Transcribed text From Image: KNOWLEDGE CHECK What is the 10-year to 3-month term premium of the following yield curve? 2.498% 0.079% 2.398% THE 2.419% Click to open/close chart. « PREV SUBMIT
US Treasury Actives Curve Actions. X-Axis Tenor . Y-Axis Mid YTM Specific MM/DD/YY . Relative Last 1D 1W 98) Table Export Currency None 1M Modify Settings Graph Curves PCS BGN Lower Chart Table Curves & Relative Value - Plot Curves Browse CRVF >> UUS Treasury Actives Curve Mid YTM + Add Field • 125 US Treasury Active Curve Last Hd YTH 24:01:16 Base Curve 125 Mid YTM Show Constituents on Base Curve Recent Curves + USD Merck & BVAL Yield Curve + GBP UK Utilities A+, A, A- BVAL Yie.. Curves related to US Breakeven 10 Y... 2.60- - Bond Spread to Curve Plot New Issues / Points Interpolate Curves GM SY N LY Tenor Curve Id 11.125 3M 2.419 1 Y 2.415 2Y 2.347 • All Tenors o Key Tenors 3Y SY 10Y 0Y 2.300 2.310 2.498 2.930

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Answer:

Answer

Answer:

Correct answer is:

0.079%

Explanation:

10 year yield as given = 2.498%

3 month yield as given = 2.419%

10 year to 3 month term Premium = 2.498% – 2.419% = 0.079%

Hence option B is correct and other options A, C, and D are incorrect.



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