Question
The duration of a $350 million portfolio is 15.75 years. $75 million dollars in new securities are added to the portfolio, decreasing the duration of
The duration of a $350 million portfolio is 15.75 years. $75 million dollars in new securities are added to the portfolio, decreasing the duration of the portfolio to 15 years. What is the duration of the $75 million in new securities?
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Structured Finance Leveraged Buyouts Project Finance Asset Finance And Securitization
Authors: Charles-Henri Larreur
1st Edition
1119371104, 978-1119371106
