How can the portfolio manager change the duration of the portfolio to 3.0 years in Problem 5.25?

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Options Futures And Other Derivatives

ISBN: 9780130090560

5th Edition

Authors: John C. Hull

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Question Posted: Oct 18, 2024 07:02 AM

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How can the portfolio manager change the duration of the portfolio to 3.0 years in Problem 5.25?
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How can the portfolio manager change the duration of the portfolio to 3.0 years in Problem 5.25?

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Options Futures And Other Derivatives

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