Business, 28.12.2020 19:40, erieannapickett12
A ten-year note is priced at par and has a (modified) duration of 7.8 years. A twenty-five year bond has a (modified) duration of 12 years and is priced at a discount. Your portfolio consists of some of the 10-year and some of the 25-year. Your portfolioâ s (modified) duration is:
Answers: 1
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A ten-year note is priced at par and has a (modified) duration of 7.8 years. A twenty-five year bond...
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