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Assume you want to build a bond portfolio. To minimize risk due to changes in interest rates, the portfolio duration has to be less than
Assume you want to build a bond portfolio. To minimize risk due to changes in interest rates, the portfolio duration has to be less than or equal your time horizon of 3.4 years. Create a Python program that finds how you should invest to maximize your portfolio return. Bond A B D E F Yield 2.20 2.34 2.67 2.57 2.46 2.12 Duration 3.00 3.15 4.05 3.75 3.60 2.60 Assume you want to build a bond portfolio. To minimize risk due to changes in interest rates, the portfolio duration has to be less than or equal your time horizon of 3.4 years. Create a Python program that finds how you should invest to maximize your portfolio return. Bond A B D E F Yield 2.20 2.34 2.67 2.57 2.46 2.12 Duration 3.00 3.15 4.05 3.75 3.60 2.60
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