{
  "id": "14",
  "instruction_en": "Suppose we need to hold a 0.5-year AA(2) municipal investment bond. Using the model, compare the holding-period returns of the 2-year and 4-year tenors. It is known that over the next half year, the 1-year yield will rise by 2 bps, and the 5-year term spread relative to the 1-year will widen by 3 bps.",
  "source_files": [
    "14_src_0.xlsx"
  ],
  "source_files_urls": [
    "https://huggingface.co/datasets/FinWorkBench/Finch/resolve/main/files/14/14_src_0.xlsx"
  ],
  "reference_outputs": {
    "files": [
      "14_ref_0.xlsx"
    ],
    "text": ""
  },
  "reference_file_urls": [
    "https://huggingface.co/datasets/FinWorkBench/Finch/resolve/main/files/14/14_ref_0.xlsx"
  ],
  "task_type": "Financial Modeling, Calculation",
  "business_type": "Predictive Modeling"
}