Already have an account? Get multiple benefits of using own account!
Login in your account..!
Remember me
Don't have an account? Create your account in less than a minutes,
Forgot password? how can I recover my password now!
Enter right registered email to receive password!
We can measure the portfolio duration by calculating the weighted average of the duration of the bonds in the portfolio. The proportion of the portfolio that a security comprises can be considered as weights. Portfolio duration can be represented as:
w1D1 + w2D2 + w3D3 + .........wKDK
Where,
wi = Market value of bond i/market value of the portfolio.
Di = Duration of bond i.
K = Number of bonds in the portfolio.
Calculating the rupee price change for a given number of basis points for each security in the portfolio and then adding all the price changes can be considered as an alternative procedure for calculating the duration of a portfolio. The portfolio duration can be arrived at by adjusting the percentage price change that is obtained by dividing the total of the price changes by the initial market value of the portfolio.
Q. Explain about Pay Back Method? Pay Back Method (PB) :- The payback process is the simplest method. This method computed the number of years required to pay back the original
1. In this query the implied volatilities are calculated by using a risk free interest rate of 2%. The computation are summarized by the following figure. 2. The computatio
Collateralized Mortgage Obligations (CMOs) CMOs retain many of the yield and credit quality advantages of pass-throughs, while eliminating some of the
Explain the term StakeHolders The range of stakeholders may comprise directors/managers, lenders, shareholders, employees suppliers and customers. These groups are probable to
The data on sales performance in LS Company has shown a important downward trend over the last year. The Marketing and Sales Department is blaming the Finance Department for the po
Describe the balance of payments identity and discuss its implications under the fixed and flexible exchange rate regimes. Answer: The balance of payments recognize holds that t
How do I do an introductory writing on this topic tto help. Include all salient issues?
Question 1 Define 'Trust'. Explain in detail the various types of Trust Question 2 Discuss the concept of Tax Planning. Identify difference between Tax Planning and Tax Ev
How does continuous compounding benefit an investor? The effect of enhancing the number of compounding periods per year is to increase the future value of the investment. The
Scenario: ABC Company sells widgets in three varieties (blue, red, and yellow) but has lost money for the past three years. Competitive intelligence shows the Company's products
Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!
whatsapp: +91-977-207-8620
Phone: +91-977-207-8620
Email: [email protected]
All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd