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A one year Tbill has a YTM of 1.67%. A year from now investors expect the one year note to have a YTM of 2.25%.
A one year Tbill has a YTM of 1.67%. A year from now investors expect the one year note to have a YTM of 2.25%. The three year note has a YTM of 2.5%. What rate do people expect the one year Tbill to have two years from now?
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