Portfolio will be invested in the zero coupon bonds

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Assume that you have only two assets from which to choose: one-year zero coupon bonds; and junk bonds with a duration of 9.0 years. If you have a liability portfolio with duration = 5.125 years has a present value of $3 million, what percentage of your portfolio will be invested in the zero coupon bonds?

Reference no: EM131323945

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