Question: I need typing answer urgent At date t=0, the values of Nelson and Siegel parameters are as follows: Bo BI B2 T 8% -2% -0.5%

I need typing answer urgent

At date t=0, the values of Nelson and Siegel parameters are as follows: Bo BI B2 T 8% -2% -0.5% 4 Consider the following three bonds (coupon frequency is annual): Bond Maturity Coupon rate Face value - 1 year 7% $100 2 5 years 7% $100 3 10 years 7% $100 Calculate the sensitivities of a portfolio consisting of 1 unit of bond 1, 2 units of bond 2 and 3 units of bond 3 to the betas

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