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Q4. Consider the following portfolio with the four bonds below a. What is the portfolio's duration? b. If interest rates for all maturities change by 50 basis points, what is the approximate percentage change in the value of the portfolio? c. What is the contribution to portfolio duration for each bond? Hint: Portfolio managers look at their interest rate exposure to a particular issue in terms of its contribution to portfolio duration. This measure is found by multiplying the weight of the issue in the portfolio by the duration of the individual issue. d. Assume now that the portfolio manager wants to create a new portfolio with only 2 bonds (Bond A and Bond B with durations equal to 3 and 10 respectively). By creating that new portfolio, the portfolio manager wants to achieve a particular duration of 8 . Identify the portfolio that needs to be created