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Reprinted with permission from Understanding the Yield Curve, United States Fixed- Income Research Portfolio Strategies, May 1995. Copyright 1995, Salomon Brothers, New York, NY. All rights reserved.

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Page 1: Understanding the Yield Curve Income Research …sites.fas.harvard.edu/~css318a/handouts/Fixed_Income/...Created Date 4/22/1999 5:26:01 PM

Reprinted with permission from Understanding the Yield Curve, United States Fixed-Income Research Portfolio Strategies, May 1995. Copyright 1995, Salomon Brothers,New York, NY. All rights reserved.

Page 2: Understanding the Yield Curve Income Research …sites.fas.harvard.edu/~css318a/handouts/Fixed_Income/...Created Date 4/22/1999 5:26:01 PM

Page 3: Understanding the Yield Curve Income Research …sites.fas.harvard.edu/~css318a/handouts/Fixed_Income/...Created Date 4/22/1999 5:26:01 PM

Page 4: Understanding the Yield Curve Income Research …sites.fas.harvard.edu/~css318a/handouts/Fixed_Income/...Created Date 4/22/1999 5:26:01 PM

Page 5: Understanding the Yield Curve Income Research …sites.fas.harvard.edu/~css318a/handouts/Fixed_Income/...Created Date 4/22/1999 5:26:01 PM

Page 6: Understanding the Yield Curve Income Research …sites.fas.harvard.edu/~css318a/handouts/Fixed_Income/...Created Date 4/22/1999 5:26:01 PM

Page 7: Understanding the Yield Curve Income Research …sites.fas.harvard.edu/~css318a/handouts/Fixed_Income/...Created Date 4/22/1999 5:26:01 PM

Page 8: Understanding the Yield Curve Income Research …sites.fas.harvard.edu/~css318a/handouts/Fixed_Income/...Created Date 4/22/1999 5:26:01 PM

Page 9: Understanding the Yield Curve Income Research …sites.fas.harvard.edu/~css318a/handouts/Fixed_Income/...Created Date 4/22/1999 5:26:01 PM

Page 10: Understanding the Yield Curve Income Research …sites.fas.harvard.edu/~css318a/handouts/Fixed_Income/...Created Date 4/22/1999 5:26:01 PM

Page 11: Understanding the Yield Curve Income Research …sites.fas.harvard.edu/~css318a/handouts/Fixed_Income/...Created Date 4/22/1999 5:26:01 PM

Page 12: Understanding the Yield Curve Income Research …sites.fas.harvard.edu/~css318a/handouts/Fixed_Income/...Created Date 4/22/1999 5:26:01 PM

Page 13: Understanding the Yield Curve Income Research …sites.fas.harvard.edu/~css318a/handouts/Fixed_Income/...Created Date 4/22/1999 5:26:01 PM

Page 14: Understanding the Yield Curve Income Research …sites.fas.harvard.edu/~css318a/handouts/Fixed_Income/...Created Date 4/22/1999 5:26:01 PM

Page 15: Understanding the Yield Curve Income Research …sites.fas.harvard.edu/~css318a/handouts/Fixed_Income/...Created Date 4/22/1999 5:26:01 PM

Page 16: Understanding the Yield Curve Income Research …sites.fas.harvard.edu/~css318a/handouts/Fixed_Income/...Created Date 4/22/1999 5:26:01 PM

Page 17: Understanding the Yield Curve Income Research …sites.fas.harvard.edu/~css318a/handouts/Fixed_Income/...Created Date 4/22/1999 5:26:01 PM

Page 18: Understanding the Yield Curve Income Research …sites.fas.harvard.edu/~css318a/handouts/Fixed_Income/...Created Date 4/22/1999 5:26:01 PM

Page 19: Understanding the Yield Curve Income Research …sites.fas.harvard.edu/~css318a/handouts/Fixed_Income/...Created Date 4/22/1999 5:26:01 PM

Page 20: Understanding the Yield Curve Income Research …sites.fas.harvard.edu/~css318a/handouts/Fixed_Income/...Created Date 4/22/1999 5:26:01 PM

Page 21: Understanding the Yield Curve Income Research …sites.fas.harvard.edu/~css318a/handouts/Fixed_Income/...Created Date 4/22/1999 5:26:01 PM

Page 22: Understanding the Yield Curve Income Research …sites.fas.harvard.edu/~css318a/handouts/Fixed_Income/...Created Date 4/22/1999 5:26:01 PM

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