What is the weighted average life

Reference no: EM13256703

What is the weighted average life for a 5% bond with a 4 year maturity?

If current market interest rates are 8%, what is the duration of the bond above?

What is the duration of a 30-year zero bond when current market interest rates are 6%?

You have a portfolio with an average duration of 6.5 years and a value of $1 million. If interest rates rise by 150 basis points, what will be the approximate value of your portfolio if you make no changes?

Reference no: EM13256703

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