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I think this question shold use the weighting method but I don't know how. 6. An investor holds a bond portfolio consisting of a 2-year
I think this question shold use the weighting method but I don't know how.
6. An investor holds a bond portfolio consisting of a 2-year zero-coupon bond and a 4-year zero-coupon bond with the same face value of 1000 . The yield curve is flat at 5% (annual compounding). What is the modified duration of the bond portfolio? A. 2.19 B. 2.54 C. 2.67 D. 2.81 E. 3.27Step by Step Solution
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Technical Analysis Of Stock Trends
Authors: Robert D. Edwards, John Magee
5th Edition
0910944008, 978-0910944007
