3. a. Using the example of section 21.3, find a combination of bonds 1 and 3 with...

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3.

a. Using the example of section 21.3, find a combination of bonds 1 and 3 with a duration of 8.

b. Find a combination of bonds 1 and 2 with a duration of 8.

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Financial Modeling

ISBN: 9780262024822

2nd Edition

Authors: Simon Benninga

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