Appropriate Risk-Free Rate in Backtesting

I am backtesting a number of investment strategies over the past 20y.

Would the average yield on the 10y US Treasury over the investment period be an appropriate rf rate?

Thanks!!

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The Best Guy

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7y

You're not cut out for IB.

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Alex DeLarge

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Authored by: Certified Investment Banking Professional - 1st Year AnalystCertified Investment Banking Pro

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Appropriate Risk-Free Rate in Backtesting

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