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QUESTION 25 A dedicated portfolio can be immunized by duration matching. How do we accomplish this? O A. Match the maturity of the portfolio to

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QUESTION 25 A dedicated portfolio can be immunized by duration matching. How do we accomplish this? O A. Match the maturity of the portfolio to its target date. O B. Match the duration of the portfolio to its target date. O Match the YTM of the portfolio to its coupon rate. OD. Match the duration of the portfolio to the duration of a zero coupon bond

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