Question
A bond portfolio has the following key rate durations: Rate Duration 1 year 0.34 2 year 0.46 3 year 0.53 What is the estimated percent
A bond portfolio has the following key rate durations:
| Rate | Duration |
| 1 year | 0.34 |
| 2 year | 0.46 |
| 3 year | 0.53 |
What is the estimated percent change in the value of the portfolio due to a parallel shift in yield curve of -79 bps?
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Process To Profits Strategic Planning For A Growing Business
Authors: William Lasher
1st Edition
0324223870, 9780324223873
