Assume that market interest rates fall by 0.50% overnight.
Q1 & Q2 - Given the duration of your portfolio, estimate the
percent change in value of your portfolio and the value of the
index due to the change in interest rates.
Q3 - Given your calculations above, was your portfolio duration
positioning helpful or harmful?
Group of answer choices
Q1
[ Choose
]
2.5
Not Helpful
-2.5
3.0
Helpful
-3.0
Q2
[ Choose
]
2.5
Not Helpful
-2.5
3.0
Helpful
-3.0
Q3
[ Choose
]
2.5
Not Helpful
-2.5
3.0
Helpful
-3.0
Assume that market interest rates fall by 0.50% overnight. Q1 & Q2 - Given the duration of your portfolio, estimate the
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