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Duration Market Value A 1.50 $35 million B 2.25 $65 million C 4.35 $72.5 million D 5.15 $88.25 million What is the market value of

Duration

Market Value

A

1.50

$35 million

B

2.25

$65 million

C

4.35

$72.5 million

D

5.15

$88.25 million

What is the market value of the portfolio?

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