Search results

  1. N

    How did they solve for duration in this question? GARP paractice Exam

    Hi David, refer to text below - And probably I misundestood it. Given Question (Original text read as) - What is the best estimate of the market value of a portfolio of USD 100 Million invested in recently issued 6% 10 year bonds !!! ( and USD 100 million of long 10 year zero coupon bond...
  2. N

    How did they solve for duration in this question? GARP paractice Exam

    n cp pv n*pv 1 6 5.660377358 5.660377358 2 6 5.33997864 10.67995728 3 6 5.037715698 15.11314709 4 6 4.752561979 19.01024792 5 6 4.483549037 22.41774519 6 6 4.229763243 25.37857946 7 6 3.990342682 27.93239877 8 6...
Top