QUESTION 8 2 points Saved You are considering an investment over a six-month horizon. You can either invest in (I) a one-year zero coupon bond now, and sell it after six- months at the then prevailing price (ride the yield curve), or (II) buy a six-month zero coupon bond. O A. The first strategy would have a higher expected return under the expectations hypothesis OB. The first strategy would have a higher expected return under the liquidity premium hypothesis The first strategy would have a lower expected return under the expectations hypothesis O c. O D. The two strategies would have the same expected return under the Efficient Market hypothesis O E. The first strategy would have a lower expected return under the liquidity premium hypothesis