b. banks.
c. the Federal Reserve.
d. foreigners.
Answer:
Suppose that a risk-neutral investor has a choice between buying a one-year bond
paying 5 percent today, a two- year bond paying 4 percent today, a three-year bond
paying 8 percent today, or a four-year bond paying 2 percent today, if a one-year bond
purchased one year from now is expected to have an interest rate of 6 percent, a
one-year bond purchased two years from now is expected to have an interest rate of 7
percent, and a one-year bond purchased three years from now is expected to have an
interest rate of 8 percent. Explain with the help of suitable calculations, which of the
following would the investor decide to do?
a. The investor will purchase a one-year bond today, followed by three successive
one-year bonds.
b. The investor will purchase a two-year bond today, followed by two successive
one-year bonds.
c. The investor will purchase a three-year bond today, followed by a one-year bond.
d. The investor will purchase a four-year bond today.
Answer: