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(b) Implement a rolling down the yield curve strategy by purchasing a 2 year zero coupon bond, and selling it 6 months prior to expiration.

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(b) Implement a "rolling down the yield curve" strategy by purchasing a 2 year zero coupon bond, and selling it 6 months prior to expiration. Assuming that the yield curve remains the same for the next 1.5 years, what is the return using this strategy

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