What is the duration of portfolio

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Reference no: EM131011589

What is the duration of this portfolio given the duration answers you got in the previous problems:

$80 million invested in 5-year, 7.8% coupon bond paying semiannually.

$40 million invested in 4.75-year, 6.9% coupon bond paying semiannually.

$50 million invested in a 3-year zero-coupon bond.

Reference no: EM131011589

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