What does duration tell you about the sensitivity of a bond portfolio to interest rates? What are

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What does duration tell you about the sensitivity of a bond portfolio to interest rates? What are the limitations of the duration measure?

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Risk Management And Financial Institutions

ISBN: 9781118269039

3rd Edition

Authors: John C. Hull

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Question Posted: Jul 27, 2024 02:04 AM

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What does duration tell you about the sensitivity of a bond portfolio to interest rates? What are

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Risk Management And Financial Institutions

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