You have a portfolio with an average duration of 65 years


What is the weighted average life for a 5% bond with a 4 year maturity?

If current market interest rates are 8%, what is the duration of the bond above?

What is the duration of a 30-year zero bond when current market interest rates are 6%?

You have a portfolio with an average duration of 6.5 years and a value of $1 million. If interest rates rise by 150 basis points, what will be the approximate value of your portfolio if you make no changes?

 

Request for Solution File

Ask an Expert for Answer!!
Finance Basics: You have a portfolio with an average duration of 65 years
Reference No:- TGS0595420

Expected delivery within 24 Hours