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Suppose you are holding a portfolio of bonds that consists of the following four bonds. Portfolio Weight (%) 30 A B. Bond A $1,000 twenty-year

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Suppose you are holding a portfolio of bonds that consists of the following four bonds. Portfolio Weight (%) 30 A B. Bond A $1,000 twenty-year 15% coupon bond with the interest rate of 12% A $1,000 eight-year discount bond with the interest rate of 7% $1,000 ten-year 12% coupon bond with the interest rate of 9% A $1,000 five-year 4% coupon bond with the interest rate of 5% C A D. (Note) Round your answers to 2 decimal places. 1. Calculate the durations of the four bonds in the portfolio. Using a spreadsheet, construct a table for each bond, such as TABLE 1 in Web Appendix to Chapter 4, and attach the spread sheet tables to your answer sheet, Bond Duration B

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