Consider the following yield curve: Assume that the yields are Effective Annual Yields. Zero coupon bond yields Maturity 3 Month 6 Month 2 Year 3...

Please refer to the attachment answer the following question:

(b) Implement a "rolling down the yield curve" strategy by purchasing a 2 year zero coupon bond, and selling it 6 months prior to expiration. Assuming that the yield curve remains the same for the next 1.5 years, what is the return using this strategy? 

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10. Consider the following yield curve: Assume that the yields are Effective Annual Yields. Zero coupon bond yields Maturity 3 Month 6 Month 2 Year 3 Year 5 Year 10 Year 30 YearYield (%) 1.79 2.07 2.58 2.79 3.32 4.07 4.83