Y5 game

January 26, 2012

Why does the yield curve slope upwards? « Fermat's Last …

buy a five-year bond, which is trading at a yield of Y5 ,; buy a ten-year bond, which is trading at a yield of Y10, which you will sell after five years. At first sight option 2 would look attractive if Y10> Y5 and you would buy the bond …

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Why does the yield curve slope upwards? « Fermat's Last …

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