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Govin two zero coupon bonds in a 50-50. Portfolio one maturig in 3 another in 5 years. What will be the performance using convexity duration

Govin two zero coupon bonds in a 50-50. Portfolio one maturig in 3 another in 5 years.


What will be the performance using convexity duration if the yield drops 50 bps?

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To calculate the performance of a bond portfolio using convexity and duration we need the following information 1 The initial yieldtomaturity YTM of t... blur-text-image

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