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In the context of the Nelson and Siegel term structure model, the 1) curvature (butterfly), 2) level, 3) the slope (tilt) of the curve are

In the context of the Nelson and Siegel term structure model, the

1) curvature (butterfly),

2) level,

3) the slope (tilt)

of the curve are controlled by the

Question 4 options:

123

Beta 0

123

Beta 2

123

Beta 1

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