23. WMTC can achieve the bond portfolio duration target by using an interest rate swap with a...

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23. WMTC can achieve the bond portfolio duration target by using an interest rate swap with a notional principal closest to:

A. $343 million.

B. $353 million.

C. $375 million.

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Derivatives

ISBN: 9781119850571

1st Edition

Authors: CFA Institute

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Question Posted: Oct 24, 2024 03:02 AM

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23. WMTC can achieve the bond portfolio duration target by using an interest rate swap with a notional principal closest to: A. $343 million. B. $353 million. C. $375 million.
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23. WMTC can achieve the bond portfolio duration target by using an interest rate swap with a...

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Derivatives

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