Bond A has a duration of 4.25 and quoted price of 102.055 and bond B has a
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- Bond A has a duration of 4.25 and quoted price of 102.055 and bond B has a duration of 7.60 and a quoted price of 104.750. A $450,000 portfolio of these two bonds has a duration of 5.75. How much (in $) of this $450,000 portfolio is invested in bond B?
Related Book For
Financial Markets and Institutions
ISBN: 978-0077861667
6th edition
Authors: Anthony Saunders, Marcia Cornett
Posted Date: