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Assume that market interest rates fall by 0.50% overnight. Portfolio Index Duration 5.00 years 6.00 years Performance impact from changing market yields: [ Q1 ]%
Assume that market interest rates fall by 0.50% overnight. Portfolio Index Duration 5.00 years 6.00 years Performance impact from changing market yields: [ Q1 ]% [ Q2 ]% Group of answer choices Q1. Estimate the percent change in value of your portfolio due to the change in interest rates. [ Choose ] Q2. Estimate the percent change in value of the index due to the change in interest rates. [ Choose ] Q3. Given your calculations above, was your portfolio duration positioning helpful or harmful? [ Choose ]
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