Question: Repeat #4 for a two-year horizon. Under Static expectations, assume the one-year reinvestment rate is the same as the original rate for the cash flow
- Repeat #4 for a two-year horizon. Under Static expectations, assume the one-year reinvestment rate is the same as the original rate for the cash flow you purchased. For Yield Curve Ride, use the current one-year rate for the reinvestment rate. For Forward use the one-year rate expected for next year.
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