How can the portfolio manager change the duration of the portfolio to 3.0 years in Problem 6.17?

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Options Futures And Other Derivatives

ISBN: 9780273759072

8th Global Edition

Authors: John Hull

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Question Posted: Oct 21, 2024 08:00 AM

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How can the portfolio manager change the duration of the portfolio to 3.0 years in Problem 6.17?
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How can the portfolio manager change the duration of the portfolio to 3.0 years in Problem 6.17?

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Options Futures And Other Derivatives

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