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10. To create a portfolio with duration of 4 years, using a 5-year zero coupon bond and a 3-year 8% annual coupon bond with a

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10. To create a portfolio with duration of 4 years, using a 5-year zero coupon bond and a 3-year 8% annual coupon bond with a yield to maturity of 10%, what fraction of the portfolio value would one have to invest in the zero-coupon bond

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