What is the relationship between (a) the duration, (b) the partial durations, and (c) the DV01 of

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What is the relationship between

(a) the duration,

(b) the partial durations, and

(c) the DV01 of a portfolio?

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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 is the relationship between (a) the duration, (b) the partial durations, and (c) the DV01 of

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Risk Management And Financial Institutions

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