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Author Question: A portfolio consists of three bonds as follows.What is the duration of the bond portfolio? (Read 139 times)

Maddie9229

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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


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Marked as best answer by Maddie9229 on Mar 29, 2022

xinyiff

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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.
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Maddie9229

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Reply 2 on: Mar 29, 2022
Wow, this really help


6ana001

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Reply 3 on: Yesterday
Thanks for the timely response, appreciate it

 

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