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An investor wants to earn a minimum return of 2.5% over the next 5 years. He doesn't want to take any price risk and
An investor wants to earn a minimum return of 2.5% over the next 5 years. He doesn't want to take any price risk and reinvestment risk. As a portfolio manager, how can you help him to construct a bond portfolio? What would be your profits? (Given you are interested in the following bonds.) ratingcouponmaturityyieldnop=number of payments which is twice a year 3.39 2 3.25 2 bond#1aaa bond#2aaa 4.63 3.25
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An Introduction To Management Science Quantitative Approaches To Decision Making
Authors: David Anderson, Dennis Sweeney, Thomas Williams, Jeffrey Cam
13th Edition
9781111532246, 1111532222, 1111532249, 978-1111532222
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