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What is the duration of portfolio

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Reference no: EM133114095

Assume that you have the following bond portfolio.

What is the duration of this portfolio? Round your answer to two decimal places. For example: 6.4739 would be 6.47

Security                  

Duration

Direction

Market Value

Cash                           

0

Long

254

2% 5-year coupon bond

8.85

Long

61

3% 10-year coupon bond

4.41

Short

77

5% 15-year coupon bond

13.67

Short

127

30-year zero coupon bond

16.03

Long

451

Reference no: EM133114095

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