Does anyone know where I can find the historical return on a one year note. Basically since inception. I found this but it doesn't specify whether it's one or five http://w4.stern.nyu.edu/~adamodar/New_Home_Page/datafile/histret.html
Do you want me to answer this question or do you wanna first try answering it yourself? Assume you buy a bond at time T and then just think what happens to the value of your position at time T+1 (assume no financing costs).