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Basic Question 5 of 5
If the prevailing spot yield curve after one period is the current forward curve, the total return on the bond is the:
B. r(T-1)
C. r(1)
A. f(1,1)
B. r(T-1)
C. r(1)
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I am using your study notes and I know of at least 5 other friends of mine who used it and passed the exam last Dec. Keep up your great work!
Barnes
Learning Outcome Statements
describe the assumptions concerning the evolution of spot rates in relation to forward rates implicit in active bond portfolio management;
describe the strategy of rolling down the yield curve;
CFA® 2025 Level II Curriculum, Volume 4, Module 26.