INVESTMENTS (LOOSELEAF) W/CONNECT
11th Edition
ISBN: 9781260465945
Author: Bodie
Publisher: MCG
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Chapter 23, Problem 16PS
Summary Introduction
To calculate: The Number of T-bonds to be sold to minimize the changes in position.
Introduction: Selling of the bonds represents the market fluctuations. A manager holding T-bonds, worth of $1 million for 8 years and she want to sell it without effecting her position. The modified time of the bonds is 10 years.
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Chapter 23 Solutions
INVESTMENTS (LOOSELEAF) W/CONNECT
Ch. 23 - Prob. 1PSCh. 23 - Prob. 2PSCh. 23 - Prob. 3PSCh. 23 - Prob. 4PSCh. 23 - Prob. 5PSCh. 23 - Prob. 6PSCh. 23 - Prob. 7PSCh. 23 - Prob. 8PSCh. 23 - Prob. 9PSCh. 23 - Prob. 10PS
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