Question: asap pls assignment due soon. Problem 5 (4 points): Consider the following three securities: Convexity 14 Security name A1 A2 Price $1 $1 $1 Duration
asap pls assignment due soon.
Problem 5 (4 points): Consider the following three securities: Convexity 14 Security name A1 A2 Price $1 $1 $1 Duration 5 10 20 50 150 How you can use securities A2 and A3 to hedge a portfolio that consists of 5,000 securities A1? Find the number of A2 and A3 you will want to buy or sell and round your answer to the nearest integer number. Problem 5 (4 points): Consider the following three securities: Convexity 14 Security name A1 A2 Price $1 $1 $1 Duration 5 10 20 50 150 How you can use securities A2 and A3 to hedge a portfolio that consists of 5,000 securities A1? Find the number of A2 and A3 you will want to buy or sell and round your answer to the nearest integer number
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