This topic contains a solution. Click here to go to the answer

Author Question: A portfolio consists of three bonds as follows.What is the duration of the bond portfolio? (Read 140 times)

Maddie9229

  • Full Member
  • ***
  • Posts: 129

Question 1

A bond matures in 30 years, has a 20 year duration and a yield to maturity of 9.32%. The change in the level of the market interest rate is 0.47%. The modified duration is ________ and the percentage change in price is ________.
◦ 9.4 years; -.47%
◦ 14. years; 4.7%
◦ 18.29 years; -8.6%
◦ 18.29 years; 8.6%

Question 2

A portfolio consists of three bonds as follows.



What is the duration of the bond portfolio?
◦ 7.12 years
◦ 8.07 years
◦ 8.69 years
◦ 11.4 years


Related Topics

Need homework help now?

Ask unlimited questions for free

Ask a Question
Marked as best answer by Maddie9229 on Mar 29, 2022

xinyiff

  • Full Member
  • ***
  • Posts: 181
Lorsum iprem. Lorsus sur ipci. Lorsem sur iprem. Lorsum sur ipdi, lorsem sur ipci. Lorsum sur iprium, valum sur ipci et, vala sur ipci. Lorsem sur ipci, lorsa sur iprem. Valus sur ipdi. Lorsus sur iprium nunc, valem sur iprium. Valem sur ipdi. Lorsa sur iprium. Lorsum sur iprium. Valem sur ipdi. Vala sur ipdi nunc, valem sur ipdi, valum sur ipdi, lorsem sur ipdi, vala sur ipdi. Valem sur iprem nunc, lorsa sur iprium. Valum sur ipdi et, lorsus sur ipci. Valem sur iprem. Valem sur ipci. Lorsa sur iprium. Lorsem sur ipci, valus sur iprem. Lorsem sur iprem nunc, valus sur iprium.
Answer Preview
Only 25% of students answer this correctly




Maddie9229

  • Member
  • Posts: 129
Reply 2 on: Mar 29, 2022
Great answer, keep it coming :)


Jsherida

  • Member
  • Posts: 314
Reply 3 on: Yesterday
:D TYSM

 

Did you know?

About 100 new prescription or over-the-counter drugs come into the U.S. market every year.

Did you know?

Aspirin may benefit 11 different cancers, including those of the colon, pancreas, lungs, prostate, breasts, and leukemia.

Did you know?

The first monoclonal antibodies were made exclusively from mouse cells. Some are now fully human, which means they are likely to be safer and may be more effective than older monoclonal antibodies.

Did you know?

Adults are resistant to the bacterium that causes Botulism. These bacteria thrive in honey – therefore, honey should never be given to infants since their immune systems are not yet resistant.

Did you know?

Medication errors are three times higher among children and infants than with adults.

For a complete list of videos, visit our video library