Question: For a portfolio with only two assets, the duration measures of the assets are 5 for Asset A and 10 for Asset B. Select one:

For a portfolio with only two assets, the duration measures of the assets are 5 for Asset A and 10 for Asset B. Select one: For a target portfolio duration of 8, the portfolio weight of asset Ais positive and the portfolio weight of asset B is negative. O b. For a target portfolio duration of 8, the portfolio weight of asset A is negative and the portfolio weight of asset B is positive Oc For a target portfolio duration of 12, the portfolio weight of asset A is positive and the portfolio weight of asset B is negative Od For a target portfolio duration of 12, the portfolio weight of asset A is negative and the portfolio weight of asset B is positive e. None of the other statements is correct

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