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Usted tiene 2 bonos: Bono A: F = 1 0 0 0 , n = 1 0 a os , Cupon anual = $ 9
Usted tiene bonos:
Bono A: aos Cupon anual $ Duracin modificada anual
Bono : aos Sin cupones anuales,
Calcule la duracin modificada de un portafolio que contiene los dos bonos.
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