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You own a bond portfolio comprised of 25% in U.S. Treasury zero coupon bonds (avg. duration of 7.5 years), 30% in corporate bonds (avg. duration

You own a bond portfolio comprised of 25% in U.S. Treasury zero coupon bonds (avg. duration of 7.5 years), 30% in corporate bonds (avg. duration of 5 years), 20% in mortgage-backed securities (avg. du...

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