5. In exercise 3, recalculate the portfolio proportions assuming that you need a target duration of 12.

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5. In exercise 3, recalculate the portfolio proportions assuming that you need a target duration of 12. Which portfolio would you prefer now?

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Financial Modeling

ISBN: 9780262024822

2nd Edition

Authors: Simon Benninga

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Question Posted: Oct 17, 2024 12:00 PM

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5. In exercise 3, recalculate the portfolio proportions assuming that you need a target duration of 12. Which portfolio would you prefer now?
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5. In exercise 3, recalculate the portfolio proportions assuming that you need a target duration of 12.

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Financial Modeling

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