The duration of a portfolio is equal to the value weighted average of the durations of the bonds in the portfolio If you have the following portfolio of bonds and its mod duration is 5 6 years Mod Duration 3 3 X Bond A B Value in $$ 220,000 440,000 then the mod duration of Bond B is Compute the we...

To compute the weight of each bond in the portfolio we need to divide the value of each bond by the ...

The duration of a portfolio is equal to the value-weighted average of the durations of the...

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Principles of Corporate Finance

ISBN: 978-1260013900

13th edition

Authors: Richard Brealey, Stewart Myers, Franklin Allen

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