Why can’t banks loan from the Fed Window and buy 1 year treasury?

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Fed Funds rate rn is 0.07%, why didn’t banks from 2020-2021 just loan from the Fed window(or each other) and buy treasury’s? Treasury’s yielded roughly 1% last year, while the Window rate was 0.25% and FFR was 0.07%

submitted by /u/thetagangfail
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