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You currently own a portfolio holding $105 000 worth of bonds A and $95 000 worth of bonds B. What additional position do you need
You currently own a portfolio holding $105 000 worth of bonds A and $95 000 worth of bonds B. What additional position do you need to take in Bond C so that you are protected against small changes in yield? Modified duration (in periods of 6 months) Bond A 14.00 Bond B 8.27 Bond C 17.18 Select one: a. I need to buy $115 841.16 worth of bonds C. b. I need to short sell $119 466.26 worth of bonds C. c. I need to buy $125 255.16 worth of bonds C. d. I need to short sell $131 295.11 worth of bonds C. e. I need to buy $137 453.36 worth of bonds C. f. I need to short sell $143 064.96 worth of bonds C. g. I need to short sell $200 000.00 worth of bonds C
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