Business, 08.04.2021 17:30 twilov2878
As a newly promoted portfolio manager, you are given responsibility for a $100 million portfolio consisting of two assets: a zero-coupon bond with maturity of 7 years, and a perpetuity, each currently yielding 4%. The current portfolio duration is 20 years. You decide to adjust the portfolio to a target duration of 15 years by varying the proportions of the two bonds in your portfolio. You calculate that the target weight of the zero-coupon bond would be
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As a newly promoted portfolio manager, you are given responsibility for a $100 million portfolio con...
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