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Bond A has duration of 7.5 years. Bond B is a zero-coupon bond with 20-year maturity. If your portfolio is 30% bond A and 70%
Bond A has duration of 7.5 years. Bond B is a zero-coupon bond with 20-year maturity. If your portfolio is 30% bond A and 70% bond B, what is the duration of your portfolio? A. 15.03 years. B. 16.25 years. C. 18.75 years. D. 27.50 years.
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