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You are asked to employ a Redington immunization strategy for your client. the liabilities with the following statistics: Using a yield rate of 6% Present
You are asked to employ a Redington immunization strategy for your client. the liabilities with the following statistics: Using a yield rate of 6% Present value of liabilities of 58 Volatility of 5.19 Convexity of 38.64 which portfolio provides Redington immunization at 6% yield rate? O present value-58.02: Macauley duration-5.19; Convexity 41.04 O present value - 56.33; volatility - 5.19: Convexity 41.04 O present value-58.02; Macauley duration-5.50: Convexity 39.02 O present value 5 - 5.50; Convexity 41.04 802: Macauley duration
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