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2. If market rates are 10% (yield-to-maturities), and a 5-year zero coupon bonds duration is 5, a 5-year 4% coupon bonds duration is 4.57, and

2. If market rates are 10% (yield-to-maturities), and a 5-year zero coupon bonds duration is 5, a 5-year 4% coupon bonds duration is 4.57, and a 5-year 8% coupon bonds duration is 4.28, which would you buy knowing that your holding period for an investment is 4 years and 6 months?

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