Question
Assume u have a convexity of a portfolio of 80 and Duration of 10. what is the portfolio change on MV if the yield moves
Assume u have a convexity of a portfolio of 80 and Duration of 10. what is the portfolio change on MV if the yield moves by 0.5% up and the MV of the portfolio is 10,000,000
| -490,000$ | ||
| -500,000 | ||
| -470,000 | ||
| NONE OF THE ABOVE |
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started
Financial Management
Authors: Geoffrey Knott
4th Edition
1403903824, 9781403903822
