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Supongamos que el valor de una cartera aumenta en 50.000 dlares por cada aumento de un punto bsico en la tasa a 12 aos y

Supongamos que el valor de una cartera aumenta en 50.000 dlares por cada aumento de un punto bsico en la tasa a 12 aos y no tiene otras sensibilidades. El enfoque de mltiples vrtices se utiliza para modelar con los siguientes vrtices: 3 meses, 6 meses, 1 ao, 2 aos, 3 aos, 5 aos, 10 aos, 15 aos, 20 aos y 30 aos. Cul es la sensibilidad de la cartera ante un aumento de un punto bsico en cada vrtice de la estructura de plazos?

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