Create a portfolio, Portfolio1, that will take long position in first five bonds. What would...
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Create a portfolio, Portfolio that will take long position in first five bonds. What would be the value of Portfolio if the the Yield to Maturity goes down by point? Estimate using modified Duration DurationYTM where YTM is Yield to Maturity, but also simulate real change by shifting your yield curve by percentage point. 
Create a portfolio, Portfolio that will take long position in first five bonds. What would be the value of Portfolio if the the Yield to Maturity goes down by point? Estimate using modified Duration DurationYTM where YTM is Yield to Maturity, but also simulate real change by shifting your yield curve by percentage point.
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