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Suppose your company has 3mm in short-term liabilities with an average modified duration of 1.5 , and 7mm in intermediate-term liabilities with an average modified

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Suppose your company has 3mm in short-term liabilities with an average modified duration of 1.5 , and 7mm in intermediate-term liabilities with an average modified duration of 3.7 . Both short and intermediate liabilities have the same yleld. Suppose also that the company has 8mm in assets. Find the duration of assets that allows net worth immunization of the company's position

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