Calculate the mean and standard deviation of 1-year and

Reference no: EM13375906

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

Reference no: EM13375906

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