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Basic Question 0 of 6
The chief reference curves in fixed-income valuation are:
II. Government yield-to-maturities.
III. Swap rate curves.
I. Government spot curves.
II. Government yield-to-maturities.
III. Swap rate curves.
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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.