A bank currently owns a $100M loan portfolio whose Macaulay duration is 2 years. The bank can

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A bank currently owns a $100M loan portfolio whose Macaulay duration is 2 years. The bank can immunize the interest-rate risk by issuing a "$____________" 10-year maturity, zero-coupon bond.

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Posted Date: Jun 06, 2024 04:10 PM

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A bank currently owns a $100M loan portfolio whose Macaulay duration is 2 years. The bank can

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