Use the following table to determine whether each scenario is representative of a matching, laddered, barbell, or interest rate bond investment strategy.

$\backslash$table$[[$Scenario$],[$An investor that distributes funds in their portfolio to short$-$term and long$-$term bonds to$],[$achieve high rates of returns, while also maintaining liquidity in the portfolio.$],[$An investor that creates a bond portfolio that has a wide range of maturities and, therefore,$],[$different sensitivities to interest rates, as to reduce $($but not eliminate$)$ interest rate risk.$],[$An investor that distributes funds in their portfolio in a way that capitalizes on forecasted$],[$changes in interest rates.$],[$An investor that estimates their future cash outflows and then develops a bond portfolio that$],[$will generate enough coupon and principal payments to cover those outflows.$]]$