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!!
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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