CHAPTER 4 What Determines Interest Rates? A-23
5. Suppose again that discount brokers make bonds more liquid. What should the
central bank do if it doesn’t want the interest rate to change? Explain your answer.
ANSWER: In order to prevent the drop in the nominal interest rate, the central bank
should decrease the supply of money. This decrease counteracts the drop in money
6. Suppose it is 2020 and the 1-year interest rate is 4 percent. The expected 1-year
rates in the following four years (2021 to 2024) are 4 percent, 5 percent, 6 percent,
and 6 percent.
a. Assume the expectations theory of the term structure, with no term premiums.
Compute the interest rates in 2020 on bonds with maturities of 1, 2, 3, 4, and 5
years. Draw a yield curve.
ANSWER:
1-year rate in 2020: 4%
Drawing the yield curve will show a flat yield curve for the first two years. After year
2, the yield curve is upward sloping.
b. Redo part (a) with term premiums. Assume the term premium for an n-year
bond, τn, is (n/2)%. For example, the premium for a 4-year bond is (4/2)% = 2%.
ANSWER:
1-year rate in 2020: 4% + (1/2)% = 4.5%
Drawing the yield curve will show an upward-sloping yield curve throughout. Adding
term premiums results in a steeper yield curve.
7. Suppose it is 2020, the 1-year interest rate is 8 percent, and the 10-year rate is 6
percent.
a. Draw a graph showing a likely path of the 1-year rate from 2020 through 2029.
ANSWER: Based on both, the pure expectations theory and the expectations theory
with term premiums, the 10-year rate can only be lower than the 1-year rate if the 1-