Question
You manage a portfolio consisting of the following bonds: Coupon Rate 5.0% 7.5% 8.3% Bond A B C Face Value $15 million $25 million
You manage a portfolio consisting of the following bonds: Coupon Rate 5.0% 7.5% 8.3% Bond A B C Face Value $15 million $25 million $10 million Price 99.5 101.25 104 1. Calculate the duration for each bond. Time until Maturity 12 years 7 years 4 years
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Authors: Zvi Bodie, Alex Kane, Alan J. Marcus
9th Edition
73530700, 978-0073530703
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