An analyst who selects a particular holding period and predicts the yield curve at the end of that holding period is engaging in

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This type of analysis is known as horizon analysis, where an analyst selects a holding period and attempts to predict the yield curve at the end of that holding period. This is a common approach used in bond portfolio management to evaluate potential returns over a specific period. Rate anticipation swap involves exchanging fixed and floating rate payments, immunization is a risk management technique, and intermarket spread swap involves trading different types of bonds in different markets.

An Analyst Who Selects a Particular Holding Period and Predicts