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2. Given are the following bonds : Bond Duration A 5 B 10 C 12 Construct 2 different portfolios of the 3 bonds, each

 



2. Given are the following bonds : Bond Duration A 5 B 10 C 12 Construct 2 different portfolios of the 3 bonds, each with a duration of 9 years. (Assume no short selling is allowed).

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