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A 1 Interest rate premiums 2 B 5-year Treasury yield (T5) 1 10-year Treasury yield (T10) 5 10-year Corporate yield (C10)
Posted: Thu May 05, 2022 8:39 am
by answerhappygod
- A 1 Interest Rate Premiums 2 B 5 Year Treasury Yield T5 1 10 Year Treasury Yield T10 5 10 Year Corporate Yield C10 1 (60.08 KiB) Viewed 23 times
A 1 Interest rate premiums 2 B 5-year Treasury yield (T5) 1 10-year Treasury yield (T10) 5 10-year Corporate yield (C10) 5 Inflation Premium over 10 years (IP10) Maturity Risk Premium (MRP) DRP Treasury LP Treasury 0 DRPC5+ LPc5 = DRPC10 + LPC10 1 2 Real risk-free rate, r* 3 4 Inflation premium over 5 years (IP5) 5 6 DRP10 + LP 10 7 8 5-year Corporate yield (C5) 9 7 B 9 20 1 B 4.55% 6.55% 9.25% 3.15% 0.00% 0.00% 0.00%