What is contribution of each bond to total portfolio risk

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Reference no: EM131279805

1. What are the isolated systematic risk, isolated idiosyncratic risk and the total risk of the portfolio?

2. What are the contributions to total risk of (a) interest rates, (b) sector credit spreads, (c) idiosyncratic risk?

3. What is the correlation between the two bonds' returns?

4. What is the contribution of each bond to total portfolio risk?

Reference no: EM131279805

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