Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

please answer all questions Question 25 (1 point) What's the dollar risk to a $25 million bond portfolio if interest rates were to rise 2%?

please answer all questions image text in transcribed
image text in transcribed
Question 25 (1 point) What's the dollar risk to a $25 million bond portfolio if interest rates were to rise 2%? The portfolio's Modified Duration is 4.22. $2,110,000 -$422,000 -$211,000 -$2,110,000 Question 36 (1 point) The modified duration of a $30,000,000 bond portfolio is 1.3. What's its expected change in value if rates fall 1.5%? $585,000 $385,000 -$385,000 -$585,000

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Information Quality Assurance And Internal Control For Management Decision Making

Authors: William R Kinney

1st Edition

0256221618, 9780256221619

More Books

Students also viewed these Finance questions

Question

what is the change in the net working capital?

Answered: 1 week ago