9. An investor purchases 5 zero-coupon bonds, with years. Each bond has a maturity value of 1,000, and is priced based on the following yield curve: Term (yrs.) Spot rate 1 2.4% 2 3.0% 3 3.4% 4 3.7% 5 3.9% What is the modified duration of the investor's portfolio?

Intermediate Financial Management (MindTap Course List)
13th Edition
ISBN:9781337395083
Author:Eugene F. Brigham, Phillip R. Daves
Publisher:Eugene F. Brigham, Phillip R. Daves
Chapter4: Bond Valuation
Section: Chapter Questions
Problem 17P: Bond Value as Maturity Approaches An investor has two bonds in his portfolio. Each bond matures in 4...
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9. An investor purchases 5 zero-coupon bonds, with terms of 1, 2, 3, 4, and 5
years. Each bond has a maturity value of 1,000, and is priced based on
the following yield curve:
Term (yrs.) Spot rate
2.4%
1
3.0%
3.4%
4
3.7%
5
3.9%
What is the modified duration of the investor's portfolio?
2
3
Transcribed Image Text:9. An investor purchases 5 zero-coupon bonds, with terms of 1, 2, 3, 4, and 5 years. Each bond has a maturity value of 1,000, and is priced based on the following yield curve: Term (yrs.) Spot rate 2.4% 1 3.0% 3.4% 4 3.7% 5 3.9% What is the modified duration of the investor's portfolio? 2 3
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