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Question 18 (1 point) To create a portfolio with a duration of 4 years using a 5-year zero- coupon bond and a 4-year 7% annual

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Question 18 (1 point) To create a portfolio with a duration of 4 years using a 5-year zero- coupon bond and a 4-year 7% annual coupon bond with a yield to maturity of 8% and a duration of 3.62 years, one would have to invest of the portfolio value in the zero-coupon bond. None of the answers is correct 28% 50% 60% 55%

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