Question: It you construct a bond portfolio with Five 67. coupon (semiannual payment), duration of 2.79 years, 3-year matunity bond sells par ($1,000) and six 1-year
It you construct a bond portfolio with Five 67. coupon (semiannual payment), duration of 2.79 years, 3-year matunity bond sells par ($1,000) and six 1-year zero coupon bond sells for at $950, a.) calculate the portfolio duration b.) calculate the yield for the portfolio. a.) _ #N/A b.) #N/A show work Formulas on excel *
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