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This is the question, and it clearly states what is needed. Yellow spaces us what is to be filled. 3 Assignment: Interest Rates Duration of
This is the question, and it clearly states what is needed. Yellow spaces us what is to be filled.
3 Assignment: Interest Rates Duration of a Portfolio-Duration is additive. The duration of a portfolio is the wieghted average of the duration of the assets in the portfolio. \begin{tabular}{|c|r|r|r|} \hline 6 & & & \\ \hline 7 & Asset & Dollar Value & Duration \\ 8 & Bond A & 200 & 10 \\ 9 & Bond B & 500 & 6 \\ \hline 10 & Bond C & 300 & 2 \\ \hline 11 & Total Value & 1000 & \\ \hline 12 & & & \\ \hline 13 & Duration of Portfolio & & 18 \\ \hline \end{tabular} Find the percentage change in the value of the portfolio for the following interest rate changes. Given the duration, find the percentage change in the market value of a bond for the following interest rate changes. 28 \begin{tabular}{l|r|r|} 29 & Duration & 8 \\ 30 & i0 & 3.00% \\ 31 & i1 & 5.00% \end{tabular} 2 Percentage change in the market value of the bond 40% io 3.00% Percentage change in the market value of the bond 24% Duration io Percentage change in the market value of the bond 15% io 3.00% Percentage change in the market value of the bond 9% 3 Assignment: Interest Rates Duration of a Portfolio-Duration is additive. The duration of a portfolio is the wieghted average of the duration of the assets in the portfolio. \begin{tabular}{|c|r|r|r|} \hline 6 & & & \\ \hline 7 & Asset & Dollar Value & Duration \\ 8 & Bond A & 200 & 10 \\ 9 & Bond B & 500 & 6 \\ \hline 10 & Bond C & 300 & 2 \\ \hline 11 & Total Value & 1000 & \\ \hline 12 & & & \\ \hline 13 & Duration of Portfolio & & 18 \\ \hline \end{tabular} Find the percentage change in the value of the portfolio for the following interest rate changes. Given the duration, find the percentage change in the market value of a bond for the following interest rate changes. 28 \begin{tabular}{l|r|r|} 29 & Duration & 8 \\ 30 & i0 & 3.00% \\ 31 & i1 & 5.00% \end{tabular} 2 Percentage change in the market value of the bond 40% io 3.00% Percentage change in the market value of the bond 24% Duration io Percentage change in the market value of the bond 15% io 3.00% Percentage change in the market value of the bond 9%
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