.] Using the yield curve in Table 3.6, compute the dollar duration for the following securities: [Hint: You may need to

[answerhappygod]

.] Using the yield curve in Table 3.6, compute the dollar
duration for the following securities: [Hint: You may need to
calculate the current price and dollar duration (= P × DP) for each
bond. Portfolio dollar duration is D_W^$=∑_(i=1)^n▒〖N_i D_i^$ 〗,
where N_i is the number of units of security i, D_i^$ is the dollar
duration of security i.] (b) short a 7-year zero coupon bond (f)
short a 1 1/4-year floating rate bond with 50 basis point spread,
paid semiannually. Assume that the coupon applying to the next
reset date has been set at r2(−0.25, 0.25) = 6.4%. only handwritten
calculation answer.