A bond trader has two bonds in her portfolio; with market value 20 million and 30 million

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A bond trader has two bonds in her portfolio; with market value 20 million and 30 million and duration 2.5 and 10 respectively. If the trader is long in the 2.5 and short in the 10, what is the duration of her portfolio?

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Fundamentals of Financial Management

ISBN: 978-0324664553

Concise 6th Edition

Authors: Eugene F. Brigham, Joel F. Houston

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Posted Date: Apr 13, 2021 10:31 PM

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A bond trader has two bonds in her portfolio; with market value 20 million and 30 million

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Fundamentals of Financial Management

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