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Suppose you bought a 5 - year Treasury note ( paying annual coupon of 2 . 0 % and having face value of $ 1
Suppose you bought a year Treasury note paying annual coupon of and having face value of $ at par value. Two years later you sold the bond at a quoted price of $ If you can reinvest the coupons at the notes current yield to maturity, what is your geometric ANNUALIZED average holding period return over the year period?
Suppose you bought a year Treasury note paying annual coupon of and having face
value of $ at par value. Two years later you sold the bond at a quoted price of $ If
you can reinvest the coupons at the notes current yield to maturity, what is your geometric
ANNUALIZED average holding period return over the year period?
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