What is the modified duration of the portfolio?

Which bond has the highest money duration?

For the bond with the highest money duration, use your calculated money duration to determine the change in price expressed in dollars as a result of a 50 basis point increase in the yield to maturity.

Assume that an investor is holding the following bond portfolio: Bond A Time-To-Maturit Price Per $100 Coupon Rate 6 years 85 2.00% 80 2.40% 9 years 85.78 3.00% Yield-To-Maturit Modified Duration 4.95% 5.42 4.99% 8.54 5.00% 7.54 B 10 years If you assume annual coupon payments and no accrued interest: Assume that an investor is holding the following bond portfolio: Bond A Time-To-Maturit Price Per $100 Coupon Rate 6 years 85 2.00% 80 2.40% 9 years 85.78 3.00% Yield-To-Maturit Modified Duration 4.95% 5.42 4.99% 8.54 5.00% 7.54 B 10 years If you assume annual coupon payments and no accrued interest