Question: If the yield curve deviates a lot from the theoretical spot rate that: We calculated; for example, the 2-year treasury note with 9.25% coupon has

If the yield curve deviates a lot from the theoretical spot rate that:

We calculated; for example, the 2-year treasury note with 9.25% coupon has a higher yield than a package of zero-coupon instruments, what will happen?

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