Assume the following for corporate bond A spread duration 5, credit spread 100 basis points, and weight in the portfolio 6 Answer the below questions (a) What is bond As duration times spread (b) What is bond As contribution to duration times spread ...

a A measure that is used for determining the contribution of a bond sector to portfolio spread dura ...

Assume the following for corporate bond A: spread duration = 5, credit spread = 100 basis points,

Question:

Assume the following for corporate bond A: spread duration = 5, credit spread = 100 basis points, and weight in the = 6%.
Answer the below questions.
(a) What is bond A’s duration times spread?
(b) What is bond A’s contribution to duration-times-spread? Portfolio
A portfolio is a grouping of financial assets such as stocks, bonds, commodities, currencies and cash equivalents, as well as their fund counterparts, including mutual, exchange-traded and closed funds. A portfolio can also consist of non-publicly...