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Find the number of bonds of type A and B to be bought if DA = 3, DB = 1, PA = 0.98, PB =1.02
Find the number of bonds of type A and B to be bought if DA = 3, DB = 1, PA = 0.98, PB =1.02 and you need a portfolio worth $5, 000 with duration 2. Here, Di is the duration of bond i while Pi is the market price of bond
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Canadian Multinationals And International Finance
Authors: Gregory P. Marchildon, Duncan McDowall
1st Edition
0714634816, 978-0714634814
