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??????? d. Suppose that the SEDUR of a portfolio is 3 . What is the approximate change in the portfolio's value if the slope of
??????? d. Suppose that the SEDUR of a portfolio is 3 . What is the approximate change in the portfolio's value if the slope of the short end of the yield curve changed by 25 basis points? 2 answers
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International Money and Finance
Authors: Michael Melvin, Stefan C. Norrbin
8th edition
978-8131234136, 123852471, 978-0123852472
