Question
The yield curve is flat at 0%. You used 4-year and 1-year zero-coupon bonds (you could take both long and short positions) to construct a
The yield curve is flat at 0%. You used 4-year and 1-year zero-coupon bonds (you could take both long and short positions) to construct a portfolio with a duration of 10 years, having spent $300 of your own funds. How much did you invest in 4-year bonds? Choose the closest answer.
| A. $250 |
| B. $500 |
| C. $750 |
| D. $1000 |
| E. $1250 |
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Development Finance In China Theory And Implementation Enrich Series On Development Finance In China Volume 1
Authors: Enrich Professional Publishing
1st Edition
9814298107, 9814298115, 9789814298117
