各位高手，帮忙看看这句话对不对 --
the log return on a zero-coupon bond is equal to the difference of spot and
future interest rates multiplied by the maturity of the bond.
Answ: Wrong. If one holds a zero-coupon bond to its maturity, the log return
would be log(1/Bt)=rT. it should not depend on future interest rate.
多谢！
