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Given 3 Zero Coupon Bonds with Portfolio Weights 70,70 and -40 ( all units are Percentages ) with duration of 1,2,3 what is the total
Given 3 Zero Coupon Bonds with Portfolio Weights 70,70 and -40 ( all units are Percentages ) with duration of 1,2,3 what is the total duration of the portfolio ?
| 1.0 | ||
| 0.9 | ||
| 0.73 | ||
| 0.8
|
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The Handbook Of Credit Risk Management
Authors: Sylvain Bouteille, Diane Coogan-Pushner
2nd Edition
1119835631, 978-1119835639
