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Basic Question 10 of 10
Market evidence shows that:
B. Forward rates are upwardly biased predictors of future spot rates.
C. Different maturity strategies have the same expected return.
A. Short holding period returns on short-maturity bonds most often are less than those on long-maturity bonds.
B. Forward rates are upwardly biased predictors of future spot rates.
C. Different maturity strategies have the same expected return.
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I just wanted to share the good news that I passed CFA Level I!!! Thank you for your help - I think the online question bank helped cut the clutter and made a positive difference.
Edward Liu
Learning Outcome Statements
explain traditional theories of the term structure of interest rates and describe the implications of each theory for forward rates and the shape of the yield curve;
CFA® 2025 Level II Curriculum, Volume 4, Module 26.