A yield curve constructed from a sequence of yields-to-maturity on zero-coupon bonds is the: A. Par curve.

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A yield curve constructed from a sequence of yields-to-maturity on zero-coupon bonds is the:

A. Par curve.

B. Spot curve.

C. Forward curve.

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Fixed Income Analysis

ISBN: 9781119850540

5th Edition

Authors: Barbara S. Petitt

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