Question: If two portfolios have the same duration, the change in their value when interest rates change will be the same. Explain why you agree or

“If two portfolios have the same duration, the change in their value when interest rates change will be the same.” Explain why you agree or disagree with this statement.

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While not the sole or best measure duration attempts to measure an assets price sensitivity to yield changes Duration does a good job of estimating an ... View full answer

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