I have a bond portfolio consisting of 3 bonds. The durations of the bonds are 3, 4,

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I have a bond portfolio consisting of 3 bonds. The durations of the bonds are 3, 4, and 5 respectively. Their relative proportion in my portfolio is 0.3, 0.4 and 0.3, respectively. What is the duration of my portfolio of bonds?

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Income Tax Fundamentals 2013

ISBN: 9781285586618

31st Edition

Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill

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Posted Date: Nov 29, 2023 11:20 PM

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I have a bond portfolio consisting of 3 bonds. The durations of the bonds are 3, 4,

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The duration of a bond portfolio can be calculated using the weighted average of the du... View the full answer

Income Tax Fundamentals 2013

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