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FI's assets portfolio contains the following bonds: 20-year zero-coupon bond, 10-year govemment bond with 10% coupon rate and consol bond with 6% coupon rate, if

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FI's assets portfolio contains the following bonds: 20-year zero-coupon bond, 10-year govemment bond with 10% coupon rate and consol bond with 6% coupon rate, if yield to maturity is 10% what is the duration of consol bond? Select one: O a 11 years b. 10 years c. 17 years d 20 years e. None of the above

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