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Can you explain these 2? QUESTION 15 You observe the following spot prices for zero coupon bonds: price for maturity one year: 0.95; price for

Can you explain these 2?

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QUESTION 15 You observe the following spot prices for zero coupon bonds: price for maturity one year: 0.95; price for mat four years: 0.92; price for maturity five years: 0.91; How does the yield curve look like? )The yield curve is first increasing, and then decreasing The yield curve is upward sloping The yield curve is flat The yield curve is downward sloping QUESTION 16 Your total wealth is currently 1000 FUR. You invest 1500 EUR in the market portfolio. Assume the CAPM. You are long the risk-free rate Copia You are short the market portfolio Cerca "Your to You are lending at the risk-free rate Stampa.. ) You are borrowing at the risk-free rate Ispeziona

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