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94. A bond portfolio has the following composition:
1
2
3
1.
1.
1.
Portfolio A: price $90,000, modified d uration 2.5, long position in 8 bonds
Portfolio B: price $110,000, modified duration 3, short position in 6 bonds
Portfolio C: price $120,000, modified duration 3.3, long position in 12 bonds
All interest rates are 10%. If the rates rise by 25 basis points, then the bond portfolio value will
A Decrease by $11,430 B Decrease by $21,330 C Decrease by $12,573 D

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关键词：求帮助 怎么做 composition Portfolio following following interest position points price