Explain what a 10-year key rate duration of 0.35 means for a portfolio?

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The Theory And Practice Of Investment Management

ISBN: 9780470929902

2nd Edition

Authors: Frank J Fabozzi, Harry M Markowitz

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Question Posted: Dec 19, 2023 01:35 AM

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(a) Explain what a 10-year key rate duration of 0.35 means? (b) How is a key rate duration computed?
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Explain what a 10-year key rate duration of 0.35 means for a portfolio?

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A 10year key rate duration of 035 for a portfolio implies t...View the full answer

The Theory And Practice Of Investment Management

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