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Create a portfolio, Portfolio 1 , that will take long position in first five bonds. What would be the value of Portfolio 1 if the
Create a portfolio, Portfolio that will take long position in first five bonds. What would be the value of Portfolio if the the Yield to Maturity goes down by point? Estimate using modified Duration DurationYTM where YTM is Yield to Maturity, but also simulate real change by shifting your yield curve by percentage point. 
Create a portfolio, Portfolio that will take long position in first five bonds. What would be the value of Portfolio if the the Yield to Maturity goes down by point? Estimate using modified Duration DurationYTM where YTM is Yield to Maturity, but also simulate real change by shifting your yield curve by percentage point.
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Financial and Managerial Accounting the basis for business decisions
Authors: Jan Williams, Susan Haka, Mark Bettner, Joseph Carcello
16th edition
0077664078, 978-0077664077, 78111048, 978-0078111044
