What is the portfolios duration

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Reference no: EM131279861

1. What are the limitations of using duration as a measure of a bond's price sensitivity to interest-rate changes?

2. Consider the following portfolio:

157_Table 7.jpg

a. What is the portfolio's duration?

b. If interest rates for all maturities change by 50 basis points, what is the approximate percentage change in the value of the portfolio?

c. What is the contribution to portfolio duration for each bond?

Reference no: EM131279861

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