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Bond A has a duration of 4.25 and quoted price of 102.055 and bond B has a duration of 7.60 and a quoted price of
- Bond A has a duration of 4.25 and quoted price of 102.055 and bond B has a duration of 7.60 and a quoted price of 104.750. A $450,000 portfolio of these two bonds has a duration of 5.75. How much (in $) of this $450,000 portfolio is invested in bond B?
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Equity Valuation Risk And Investment A Practitioners Roadmap
Authors: Peter C. Stimes
1st Edition
0470226404, 9780470226407
