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Below is a list of prices for zero - coupon bonds of various maturities. Maturity ( Years ) Price of $ 1 , 0 0

Below is a list of prices for zero-coupon bonds of various maturities. Maturity (Years) Price of $1,000 Par Bond (Zero-Coupon)1 $ 981.542841.603846.50. QUESTION: If at the end of the first year the yield curve flattens out at 6.0%, what will be the 1-year holding-period return on the coupon bond?

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