A 10-year bond with a 4% coupon yields 4.25%. A 9-year bond with the same coupon yields 4.1%. You have a 1-year horizon. Suppose the yield curve is unchanged in one year. This means the yield for the various maturities are the same as now. What is your ROR? What would your ROR be if your bonds yield is unchanged from what it is now? Note that this is not the same assumption as part a. The differ3ence between these two RORs is known as the yield curve roll factor.