Question

Suppose you are holding a portfolio of bonds that consists of the following four bonds. Portfolio Weight (%) 30 A B. Bond A $
(Note) Round your answers to 2 decimal places. 1. Calculate the durations of the four bonds in the portfolio. Using a spreads
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Hi

Please refer to the attached

A 1 2 Face Value 3 Period 4 Coupon 5 Interest B A 1000 20 15% 12% C B 1000 8 0% 7% D C 1000 10 12% 9% E D 1000 5 4% 5% F Weig

With formulae-

A D F 1 А D 1000 1000 1000 10 0.12 0.09 Weights 0.3 0.3 0.15 0.35 0.04 0.05 0.07 82 9 =(C$2*C$4)/(1+$5)^$A7 = (C$2*C$4)/(1+C$

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