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Assuming No Risk and No Term Premium, the Two-Year Bond

Question 4

Multiple Choice

Assuming no risk and no term premium, the two-year bond rate is equal to:


A) The average of one-year bond rates over the two years
B) The highest of the one-year bond rates over the two years
C) The lowest of the one-year bond ratea over the two years
D) One third of the one-year rate in year one plus two-thirds of the one-year rate in year two

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