GabrielP1311 GabrielP1311

15-11-2022
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g bond credit rating coupon rate (%) modified duration convexity market value of position 1 aa3 6% 8.486 16.24 $50,000 2 aa2 10% 5.487 8.67 $50,000 3 u.s. govt 0% 1.896 46.95 $50,000 4 u.s. govt 1% 2.487 22.58 $50,000 calculate the modified duration for this portfolio.

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