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The following table provides data on five different bonds (each with a $100 face value). You have been asked to create a portfolio with a

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The following table provides data on five different bonds (each with a $100 face value). You have been asked to create a portfolio with a market value of $100M comprising 30% of bond C and 70% of bond D. A B D E $ 88.53 $ 92.64 $ 113.59 $ 59.86 $ 32.20 Bond price DVO1 $ 0.05267 $ 0.03505 $ 0.07394 $ 0.04104 S 0.0287 DUR (yrs) 6.31 4.01 6.9 7.27 10 CONV 0.49309 0.18142 0.56463 0.60806 0.9345 What is the DV01 of the portfolio? OA. 50.05091 OB. 567,520 C. $5.091 OD.550.910 OE. $6,752

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