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please help og you know answer The duration of a $110 million portfolio is 12 years. $50 million in new securities are added to the
please help og you know answer
The duration of a $110 million portfolio is 12 years. $50 million in new securities are added to the portfolio, increasing the duration of the portfolio to 13.5 years. What is the duration of the $50 million in new securities? O 16.8 15.8 O 14.5 12.6 Consider the following cash flows. All market interest rates are 12%. What is the duration of these cash flows? Year o 1 2 3 Cash flow 100 110 130 230 O 2.71 2.35 O 2.56 2.63 Step by Step Solution
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