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One year ago, you purchased a 2-year zero coupon T-note with YTM of 3%. When you...

One year ago, you purchased a 2-year zero coupon T-note with YTM of 3%. When you are selling it today, you notice its YTM remains at 3%. Your 1-year holding period return is:

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Please refer to below spreadsheet for calculation and answer. Cell reference also provided.

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