Do you know what are the different Assumptions in a Expectation Theory of Interest rate.

Hi Everyone! I wouldn't be bothering but this seems far above my caliber. The question is that provide some Expectation Theory of Interest Rate assumptions.
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"Assumptions: - Perfect competition in the financial market - Investors are rational: they want to maximize the yield of their holding period - Every investor has the uniform expectation about the future short-term interest rate - There is no transaction cost - Securities of different maturities are perfect substitutes. Source:"
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"The actual guess of which lengthy-phrase rates contain a conjecture of upcoming shortsighted-term mortgage rates. Anticipation principle postulates that you would generate the equivalent interest aside getting a 1-yr relationship now in addition to running that expenditure into a an alternative one-yr relationship annually later on in comparison to getting a 2-season connection nowadays. "
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