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What should be the average duration of bond

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Question: Suppose half of a pension fund's liabilities have a duration of 15 years and half have a duration of five years. If the institution wants to immunize its net asset portfolio, what should be the average duration of its bond and mortgage investments? The response must be typed, single spaced, must be in times new roman font (size 12) and must follow the APA format.

Reference no: EM131735538

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