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A portfolio consists of three bonds as follow Bond A has semiannual coupons at 4%, a modified duration of 21.46 years, and was purchased for
A portfolio consists of three bonds as follow Bond A has semiannual coupons at 4%, a modified duration of 21.46 years, and was purchased for $980 Bond B is n 15-yoai bond with n modified duration of 12.35 years Mid WM purchased for $1015. Bond C has a modified duration of 16.67 years and was purchased for $1000. Compute the modified duration of the portfolio
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Principles Of Financial Modelling Model Design And Best Practices Using Excel And VBA
Authors: Michael Rees
1st Edition
111890401X, 978-1118904015
