Business
Business, 04.04.2020 14:31, abby6628

To create a portfolio with duration of 4 years using a 5 year zero-coupon bond and a 3 year 8% annual coupon bond with a yield to maturity of 10%, one would have to invest of the portfolio value in the zero-coupon bond.

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To create a portfolio with duration of 4 years using a 5 year zero-coupon bond and a 3 year 8% annua...

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