Referring to Ibahns second response to Palme, the levered portfolio would have: A . the same duration
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Referring to Ibahn’s second response to Palme, the levered portfolio would have:
A . the same duration if either the overnight repo or the 2-year term repo is used.
B . a longer duration if the overnight repo is used instead of the 2-year term repo.
C . a shorter duration if the overnight repo is used instead of the 2-year term repo.
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Related Book For 
Fixed Income Analysis
ISBN: 9788126563128
3rd Edition
Authors: Barbara S. Petitt, Jerald E. Pinto, Wendy L. Pirie, Bob Kopprasch
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