Solution - Money Market Rates

Solution - Money Market Rates#

# Output from previous execution
../_images/19d1ee374427512dc1a5984e17b0c3edd9ad888c93a931d42a66e86b47aecdf1.png
# Output from previous execution
  DTB3 DFF SOFR
DTB3 100.00% 99.47% 99.31%
DFF 99.47% 100.00% 99.91%
SOFR 99.31% 99.91% 100.00%
# Output from previous execution
  DTB3 DFF SOFR
DTB3 100.00% 0.11% 4.41%
DFF 0.11% 100.00% 47.31%
SOFR 4.41% 47.31% 100.00%
# Output from previous execution
  alpha beta r-squared
DTB3 -0.45% 99.98% 99.98%
DFF 0.14% 99.99% 99.95%
SOFR 0.60% 99.81% 99.63%
# Output from previous execution
  alpha beta r-squared
SPY 0.07% -13.89% 1.93%