You have a 10 year corporate bond in an actively managed portfolio. The bind has a market
Fantastic news! We've Found the answer you've been seeking!
Question:
You have a 10 year corporate bond in an actively managed portfolio. The bind has a market value if $5million and a duration of 4.7 and the portfolio has a total value of $20 million. Calculate the contribution of the corporate bond to the overall duration of the portfolio.
Related Book For
Principles of Corporate Finance
ISBN: 978-1260013900
13th edition
Authors: Richard Brealey, Stewart Myers, Franklin Allen
Posted Date: