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What is Macaulay Duration of portfolio and value of portfolio? Bond Coupon Maturity (Years) Yield to Maturity 3,2196 13,64% B 6,8% 14,28% c 6% 1
What is Macaulay Duration of portfolio and value of portfolio?
Bond Coupon Maturity (Years) Yield to Maturity 3,2196 13,64% B 6,8% 14,28% c 6% 1 13,57% You own each of the three government bonds. Reinvestment rate of each bond = 85% of current yield to maturity. Face value of bond = $100
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Commodity Trade And Finance
Authors: Michael Tamvakis
2nd Edition
041573245X, 978-0415732451
