QUESTION 3 Assume the current yield curve is as follows: Maturity (years) Yield 6.200% 7.400% 3 8.200% Assuming semi-annual compounding and that zero coupon bonds of all maturities are available, an investor wants to 'ride' the yield curve and considers the following strategies: Buying a 2 year zero coupon bond today and holding it until maturity ii Buying a 3 year zero coupon bond today and selling it in two year's time (al: What is the 2-year holding period yield from buying a two-year bond today and holding it to maturity?|[ Select ] (b): What is the 2-year holding period yield from buying a three-year bond today and selling it in two year's time? [ Select ] (c): Assume that in one year's time, the yield curve will shift upwards by 0.75%. What is the 2-year holding period yield from buying a one-year bond today, holding it to maturity and then buying another one-year bond and holding it to maturity? | | Select ] (d): What is f(1,2)? [ Select ] (e): What is f(2.3)? |[ Select ] v