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. 4. An investor has a portfolio consisting of 3 zero-coupon bonds: a 3-year bond with a maturity value of 2,000 and a modified duration

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. 4. An investor has a portfolio consisting of 3 zero-coupon bonds: a 3-year bond with a maturity value of 2,000 and a modified duration of 2.85, a 6-year bond with a maturity value of 5,000 and a modified duration of 5.24, and a 10-year bond with a maturity value of 8,000 and a modified duration of 9.13. Find the modified duration of the entire portfolio

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