Question: Incorrect Question 3 0/5 pts A portfolio manager has a bond portfolio worth $10 million. The duration of the portfolio is 3.1 years and they

Incorrect Question 3 0/5 pts A portfolio manager has a bond

Incorrect Question 3 0/5 pts A portfolio manager has a bond portfolio worth $10 million. The duration of the portfolio is 3.1 years and they are corporate bonds. The portfolio manager believes that the interest rates are going to drop but not certain about the magnitude. She decides to raise the duration of her portfolio to 5. What does she need to do to get the intended duration? Sur Bond Future Buy Treasury Bills Futures Bemene como o at

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