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

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Page 1: Understanding the Yield Curve Income Research Portfolio …people.fas.harvard.edu/~css318a/handouts/Fixed_Income/... · 1999. 9. 11. · Reprinted with permission from Understanding

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

Page 2: Understanding the Yield Curve Income Research Portfolio …people.fas.harvard.edu/~css318a/handouts/Fixed_Income/... · 1999. 9. 11. · Reprinted with permission from Understanding
Page 3: Understanding the Yield Curve Income Research Portfolio …people.fas.harvard.edu/~css318a/handouts/Fixed_Income/... · 1999. 9. 11. · Reprinted with permission from Understanding
Page 4: Understanding the Yield Curve Income Research Portfolio …people.fas.harvard.edu/~css318a/handouts/Fixed_Income/... · 1999. 9. 11. · Reprinted with permission from Understanding
Page 5: Understanding the Yield Curve Income Research Portfolio …people.fas.harvard.edu/~css318a/handouts/Fixed_Income/... · 1999. 9. 11. · Reprinted with permission from Understanding
Page 6: Understanding the Yield Curve Income Research Portfolio …people.fas.harvard.edu/~css318a/handouts/Fixed_Income/... · 1999. 9. 11. · Reprinted with permission from Understanding
Page 7: Understanding the Yield Curve Income Research Portfolio …people.fas.harvard.edu/~css318a/handouts/Fixed_Income/... · 1999. 9. 11. · Reprinted with permission from Understanding
Page 8: Understanding the Yield Curve Income Research Portfolio …people.fas.harvard.edu/~css318a/handouts/Fixed_Income/... · 1999. 9. 11. · Reprinted with permission from Understanding
Page 9: Understanding the Yield Curve Income Research Portfolio …people.fas.harvard.edu/~css318a/handouts/Fixed_Income/... · 1999. 9. 11. · Reprinted with permission from Understanding
Page 10: Understanding the Yield Curve Income Research Portfolio …people.fas.harvard.edu/~css318a/handouts/Fixed_Income/... · 1999. 9. 11. · Reprinted with permission from Understanding
Page 11: Understanding the Yield Curve Income Research Portfolio …people.fas.harvard.edu/~css318a/handouts/Fixed_Income/... · 1999. 9. 11. · Reprinted with permission from Understanding
Page 12: Understanding the Yield Curve Income Research Portfolio …people.fas.harvard.edu/~css318a/handouts/Fixed_Income/... · 1999. 9. 11. · Reprinted with permission from Understanding
Page 13: Understanding the Yield Curve Income Research Portfolio …people.fas.harvard.edu/~css318a/handouts/Fixed_Income/... · 1999. 9. 11. · Reprinted with permission from Understanding
Page 14: Understanding the Yield Curve Income Research Portfolio …people.fas.harvard.edu/~css318a/handouts/Fixed_Income/... · 1999. 9. 11. · Reprinted with permission from Understanding
Page 15: Understanding the Yield Curve Income Research Portfolio …people.fas.harvard.edu/~css318a/handouts/Fixed_Income/... · 1999. 9. 11. · Reprinted with permission from Understanding
Page 16: Understanding the Yield Curve Income Research Portfolio …people.fas.harvard.edu/~css318a/handouts/Fixed_Income/... · 1999. 9. 11. · Reprinted with permission from Understanding
Page 17: Understanding the Yield Curve Income Research Portfolio …people.fas.harvard.edu/~css318a/handouts/Fixed_Income/... · 1999. 9. 11. · Reprinted with permission from Understanding
Page 18: Understanding the Yield Curve Income Research Portfolio …people.fas.harvard.edu/~css318a/handouts/Fixed_Income/... · 1999. 9. 11. · Reprinted with permission from Understanding
Page 19: Understanding the Yield Curve Income Research Portfolio …people.fas.harvard.edu/~css318a/handouts/Fixed_Income/... · 1999. 9. 11. · Reprinted with permission from Understanding
Page 20: Understanding the Yield Curve Income Research Portfolio …people.fas.harvard.edu/~css318a/handouts/Fixed_Income/... · 1999. 9. 11. · Reprinted with permission from Understanding
Page 21: Understanding the Yield Curve Income Research Portfolio …people.fas.harvard.edu/~css318a/handouts/Fixed_Income/... · 1999. 9. 11. · Reprinted with permission from Understanding
Page 22: Understanding the Yield Curve Income Research Portfolio …people.fas.harvard.edu/~css318a/handouts/Fixed_Income/... · 1999. 9. 11. · Reprinted with permission from Understanding
Page 23: Understanding the Yield Curve Income Research Portfolio …people.fas.harvard.edu/~css318a/handouts/Fixed_Income/... · 1999. 9. 11. · Reprinted with permission from Understanding
Page 24: Understanding the Yield Curve Income Research Portfolio …people.fas.harvard.edu/~css318a/handouts/Fixed_Income/... · 1999. 9. 11. · Reprinted with permission from Understanding
Page 25: Understanding the Yield Curve Income Research Portfolio …people.fas.harvard.edu/~css318a/handouts/Fixed_Income/... · 1999. 9. 11. · Reprinted with permission from Understanding
Page 26: Understanding the Yield Curve Income Research Portfolio …people.fas.harvard.edu/~css318a/handouts/Fixed_Income/... · 1999. 9. 11. · Reprinted with permission from Understanding
Page 27: Understanding the Yield Curve Income Research Portfolio …people.fas.harvard.edu/~css318a/handouts/Fixed_Income/... · 1999. 9. 11. · Reprinted with permission from Understanding
Page 28: Understanding the Yield Curve Income Research Portfolio …people.fas.harvard.edu/~css318a/handouts/Fixed_Income/... · 1999. 9. 11. · Reprinted with permission from Understanding

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