Solved: The term structure is flat and all spot rates are 3 what is, Basic Statistics

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The term structure is flat and all spot rates are 3 what is

Your bond portfolio consists of $30 million worth of Treasury STRIPS with 7 years to maturity, and $10 million of Treasury notes with a Macaulay duration of 3 years. The term structure is flat, and all spot rates are 3%. What is the modified duration of your portfolio?

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Basic Statistics: The term structure is flat and all spot rates are 3 what is

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Basic Statistics: The term structure is flat and all spot rates are 3 what is

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