deidrabenson1831 deidrabenson1831
  • 21-12-2022
  • Business
contestada

you are managing a portfolio of $1 million. your target duration is 10 years, and you can invest in two bonds, a zero-coupon bond with maturity of five years and a perpetuity, each currently yielding 6.0%. what weight of the perpetuity will you hold to immunize your portfolio?

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