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We can measure the portfolio duration by calculating the weighted average of the duration of the bonds in the portfolio. The proportion of the portfolio that a security comprises can be considered as weights. Portfolio duration can be represented as:
w1D1 + w2D2 + w3D3 + .........wKDK
Where,
wi = Market value of bond i/market value of the portfolio.
Di = Duration of bond i.
K = Number of bonds in the portfolio.
Calculating the rupee price change for a given number of basis points for each security in the portfolio and then adding all the price changes can be considered as an alternative procedure for calculating the duration of a portfolio. The portfolio duration can be arrived at by adjusting the percentage price change that is obtained by dividing the total of the price changes by the initial market value of the portfolio.
What is risk free rate of return There is a 'risk free rate of return' (also known as time preference rate) which is used to compensate for the loss of not being able to invest
calculation math
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It is a phrase referring to the tendency of departments to become isolated from one another in a functionally structured company.
how do we compute for benefits can derrive out of using lockbox system?
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