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Question

With regard to a theoretical Treasury yield curve constructed with the bootstrapping method:

Accepted Answer

any yield on the Treasury yield curve that is not one of the on-the-run maturities is only an approximation for that maturity.

Answer

every point on the curve is constructed by utilizing current on-the-run Treasury yields of various maturities.

Answer

the yield for most maturities used to construct the Treasury yield curve are observed yields rather than interpolated yields.

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