What is the duration of a portfolio consisting of one of each of the bonds listed in

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What is the duration of a portfolio consisting of one of each of the bonds listed in problem 7?

Data from problem 7

Find the duration of each of the following $1000 face value coupon bonds assuming coupon payments are made annually:

a. Three-year 10% bond currently selling for $900.

b. Three-year 12% bond currently selling for $900.

c. Four-year 10% bond currently selling for $900.

d. Three-year 10% bond currently selling for $800.

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Financial Trading And Investing

ISBN: 9780323909556

3rd Edition

Authors: John Teall

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Question Posted: Dec 31, 2023 01:07 AM

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What is the duration of a portfolio consisting of one of each of the bonds listed in

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Financial Trading And Investing

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