Question
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
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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...Get Instant Access to Expert-Tailored Solutions
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Authors: Zvi Bodie, Alex Kane, Alan J. Marcus
9th Edition
73530700, 978-0073530703
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