Trying to immunize portfolio

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Reference no: EM132068561

If you are trying to immunize a portfolio that is worth $20 million dollars and has a duration of 6 years, which of the following could you do (YOU CAN CHOOSE MORE THAN ONE)

Purchase a zero-coupon bond with a face value of $20 million and a time to maturity of 6 years.

Purchase a $20 million worth of zero-coupon bonds with a duration of 6 years.

Purchase a coupon-paying bond that has a value of $20 million and a time to maturity of 6 years.

Reference no: EM132068561

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