Plan of Action

Consider a two-year EUR 1,000 inflation-linked bond with a 10% fixed coupon rate on the asset side and a one-year EUR 1,000 conventional bond with an 8% fixed coupon rate on the liability side. As a new production at the end of year one, a one-year EUR 1,000 conventional bond with a 10% fixed coupon rate is positioned on the liability side. ................
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