1) Use the 3-month LIBOR as attached: 3month_LIBOR.xlsx ( 3month_LIBOR.xlsx ). 2
1) Use the 3-month LIBOR as attached: 3month_LIBOR.xlsx ( 3month_LIBOR.xlsx ).
2) Download daily “3-month Treasury Constant Maturity Rate” from Jan. 2, 2019, to Dec 29, 2023. (https://fred.stlouisfed.org/series/DGS3MO)
3) Compute the daily average rate of return and standard deviation with a 3-month T-bill rate over the sample period,
4) Plot the cumulative rate of return (X-axis: Date, Y-axis: Cumulative Return) from 3). Explain the plot thoroughly.
please explain how you did each part