The rolling down the yield curve strategy is executed by buying bonds whose maturities are: A. Equal

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The “rolling down the yield curve” strategy is executed by buying bonds whose maturities are:

A. Equal to the investor’s investment horizon.

B. Longer than the investor’s investment horizon.

C. Shorter than the investor’s investment horizon.

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Related Book For answer-question

Fixed Income Analysis

ISBN: 9781119850540

5th Edition

Authors: Barbara S. Petitt

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Question Posted: Nov 05, 2023 12:46 AM

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The rolling down the yield curve strategy is executed by buying bonds whose maturities are: A. Equal

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B is correct A bond with a longer maturity than the investors investment horizon ...View the full answer

Fixed Income Analysis

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