Compute the weighted-average duration for portfolio, Portfolio Management

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Compute the weighted-average duration for portfolio

Assignment:

Suppose you invest in zero coupon bonds. One matures in 1 year, paying $100, and its price is $56.93. The other matures in 2 years, paying $1,100, and its price is $943.07.

(a) Compute the yield on each bond.

(b) Compute the duration for each bond.

(d) Compute the duration of the portfolio of the two bonds.

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Portfolio Management: Compute the weighted-average duration for portfolio

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Portfolio Management: Compute the weighted-average duration for portfolio

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