In what circumstance would vanhusens remark be correct

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VanHusen remarks to Kapple, "If you changed the maturity structure of the bond portfolio toresult in a portfolio duration of 5.25, the price sensitivity of that portfolio would be identicalto the price sensitivity of a single, noncallable Treasury security that has a duration of 5.25." In what circumstance would VanHusen's remark be correct?

Reference no: EM13900897

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