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Please show process and formulas in excel 1. You are provided with the following Treasury Bond quotes: a) Compute the Modified duration of a portfolio
Please show process and formulas in excel
1. You are provided with the following Treasury Bond quotes: a) Compute the Modified duration of a portfolio of $10 million par of each of the above two bonds. (10 points) b) Compute the PVBP of a portfolio of $10 million par of each of the above two bonds. (10 points) c) Compute the Duration of a portfolio of $10 million par of each of the above two bonds. (10 points)Step by Step Solution
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