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What is the duration of your bond portfolio if you invest 30% ofyour portfolio in a bond with a duration of 12.2 (let’s denote itBA), 30% in a 20-year zero-coupon bond (let’s denote it BZ), and40% in a 3-year bond with a 12% annual coupon, par value of $1000,and a yield to maturity of 7% (let’s denote it BB)? 10.74 years12.5 years 9.3 years 4 years
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