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A fixed income portfolio is worth $550,000,000 and has a duration of 9.8. What would be the expected price (dollar) change to the portfolio for
- A fixed income portfolio is worth $550,000,000 and has a duration of 9.8. What would be the expected price (dollar) change to the portfolio for an increase in rates by .75% if the weighted YTM is 3.65%?
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Financial Times Handbook Of Corporate Finance A Business Companion To Financial Markets Decisions And Techniques
Authors: Glen Arnold
2nd Edition
0273726560, 978-0273726562
