Question: 4) Fabozzi, 10th edition, Chapter 4, Problem #17. Consider the following portfolio: ( 15 points) Chapter 4-Volatility Homework Name: Section: (a) What is the portfolio's

$4) Fabozzi, 10th edition, Chapter 4, Problem \#17. Consider the following$

4) Fabozzi, 10th edition, Chapter 4, Problem \#17. Consider the following portfolio: ( 15 points) Chapter 4-Volatility Homework Name: Section: (a) What is the portfolio's duration? (b) If interest rates for all maturities change by 50 basis points, what is the approximate pereentage change in the value of the portfolio? (c) What is the contribution to portfolio duration for each bond

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