Question: plz help. duration problem duration 0-1 duration 1-3 Treasury Bills, 99% 99% Notes, Bonds, Floating Rate Notes, 98% 98% AAA-A rated- Bonds 888 rated- 91%

plz help. duration problem
plz help. duration problem duration 0-1 duration 1-3 Treasury Bills, 99% 99%

duration 0-1 duration 1-3 Treasury Bills, 99% 99% Notes, Bonds, Floating Rate Notes, 98% 98% AAA-A rated- Bonds 888 rated- 91% 90% 87% Bonds Bank x plans to use two investments it has to obtain discount window loan it has 100 million 6 month T-bills and 100 million 888 rated-10 year bond (hint you need to figure out what the duartion for each of the assets to use correct %), the max amount it can borrow from central bank is, million Numeric Response duration 3-5 98% 97%

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