Question: Calculation 4 (Calculation, 10 points) What is the rolldown return for the following bond portfolio? (Remember that for any credit you must show all your

Calculation 4 (Calculation, 10 points) What is the rolldown return for the following bond portfolio? (Remember that for any credit you must show all your work.) Variable Notional principal of portfolio Average bond coupon payment Coupon frequency Investment horizon Current average bond price Expected average bond price in one year Value 100 3.15 Annual 1 year 101.35 100.75

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