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as detailed as you can please. thank you 4. A portfolio has $500,000 of an asset with a duration of 10 and $800,000 of an
as detailed as you can please. thank you
4. A portfolio has $500,000 of an asset with a duration of 10 and $800,000 of an asset with a duration of 16 . (a) Find the duration of the portfolio. (b) If the investor wants a duration of 13 , how should they rebalance the portfolio (move money from one asset to the other)? 5. Show that for a series of cash flows whose first payment occurs at time 1 with effective periodic interest rate i,limiD=1, where D is the duration
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