Assume that interest rates are equal to 4% and the yield curve is flat. You hold a

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Assume that interest rates are equal to 4% and the yield curve is flat. You hold a portfolio of bonds with total value of $45M and duration equal to 2.4 years. If interest rates change to 4.5%, what is the dollar change in your portfolio?

Posted Date: May 18, 2024 09:00 AM

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Assume that interest rates are equal to 4% and the yield curve is flat. You hold a

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