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You manage a portfolio consisting of the following bonds: a. Calculate the market value of your portfolio. b. Calculate the duration of the portfolio. c.

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You manage a portfolio consisting of the following bonds: a. Calculate the market value of your portfolio. b. Calculate the duration of the portfolio. c. If interest rates go up by 2 basis points (for all maturities), what effect do you expect it to have on the value of your portfolio based on your previous answers? Give me a percentage change based on your answer to (b). d. Calculate the convexity measure for Bond A. You manage a portfolio consisting of the following bonds: a. Calculate the market value of your portfolio. b. Calculate the duration of the portfolio. c. If interest rates go up by 2 basis points (for all maturities), what effect do you expect it to have on the value of your portfolio based on your previous answers? Give me a percentage change based on your answer to (b). d. Calculate the convexity measure for Bond A

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