You observe the following yield curve for risk-free government zeros: You believe the yield curve will remain the same over the next 20 years, and you decide to buy 6year zeros, and sell them after 3 years. To your surprise, after 3 years the yield curve shifts and instead becomes: What is your annualised rate of return, if you sell the bond as planned after 3 years? Please choose the answer that is closest to the correct answer. 4.43% 1.80% 6.57% 3.50% 5.12% You observe the following yield curve for risk-free government zeros: You believe the yield curve will remain the same over the next 20 years, and you decide to buy 6year zeros, and sell them after 3 years. To your surprise, after 3 years the yield curve shifts and instead becomes: What is your annualised rate of return, if you sell the bond as planned after 3 years? Please choose the answer that is closest to the correct answer. 4.43% 1.80% 6.57% 3.50% 5.12%