Th e spread duration of the Rojas University fi xed-income portfolio in Exhibit 1 is closest to:

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Th e spread duration of the Rojas University fi xed-income portfolio in Exhibit 1 is closest to:

A . 2.58.

B . 4.93.

C . 5.21.

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Fixed Income Analysis

ISBN: 9788126563128

3rd Edition

Authors: Barbara S. Petitt, Jerald E. Pinto, Wendy L. Pirie, Bob Kopprasch

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