Home > Student Questions > A.6.19 question

A.6.19 question

October 30th, 2007

I received this great question from a student.

On this problem, why isn’t the MacD of the assets calculated as the duration of a portfolio?

It doesn’t look like it, but it really is b/c there are only two bonds:


James Student Questions

  1. No comments yet.
  1. No trackbacks yet.