Question
URGENT!! You plan to form a portfolio by investing in a 6-year zero-coupon bond and a 3-year 6% annual coupon bond with a yield to
URGENT!!
You plan to form a portfolio by investing in a 6-year zero-coupon bond and a 3-year 6% annual coupon bond with a yield to maturity of 11%. The target duration of this portfolio is 5 years. Therefore, ________ of the portfolio value should be allocated to the zero-coupon bond.
| A) 68.55% | ||
| B) 31.45% | ||
| C) 83.33% | ||
| D) 24% |
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Cryptonomics A Modern Investors Guide To Cryptocurrency Markets And Blockchain Literacy
Authors: Chris Wiser
1st Edition
1733596607, 978-1733596602
