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What is Bond portfolio, duration of bond, bond convexity You have been presented with a portfolio of 3 different bonds. Bond Bonds owned Maturity Coupon

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What is Bond portfolio, duration of bond, bond convexity

You have been presented with a portfolio of 3 different bonds. Bond Bonds owned Maturity Coupon YTM 9.7 13.6 9 12.1 14.5 7 years 11.0 14.8 Bond A Bond B Bond C 3. 5 years years 5 Calculate: a) The value of the bond portfolio. b) The duration of the bond portfolio. (1 c) The convexity of the bond portfolio

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