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Calculate the mean and standard deviation of 1-year and 20-year Treasury Constant Maturity Rates data series. Using the graphs and the results from the calculations above, analyse the interest rate risk that bondholders of 1- and 20-year bonds were exposed to over the 10-year period and discuss the various methodologies to hedge this type of risk.



GS1

GS20

Mean


2,16

4,69

Standard deviation

1,642431

0,584407

319_Calculate the mean and standard deviation.png

Attachment:- Data.xls

Microeconomics, Economics

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