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Suppose you have a two - security portfolio containing bonds A and B . The book value of bond A is $ 2 0 and
Suppose you have a twosecurity portfolio containing bonds A and B The book value of bond A is $ and the market value is $ The book value of bond B is $ and the market value is $ The duration of bond A is and the duration of bond B is Which of the following amounts is closest to the duration of the portfolio?
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