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  3. usted tiene 2 bonos: bono a: f=1000,n=10 aos, cu

Usted tiene 2 bonos: Bono A: F=1000,n=10 aos, Cupon anual =$90, Duracin modificada...

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Accounting

Usted tiene 2 bonos:
Bono A: F=1000,n=10 aos, Cupon anual =$90, Duracin modificada =6.42i=9% anual
Bono B : F=1000,n=13 aos, Sin cupones anuales, i=9%
Calcule la duracin modificada de un portafolio que contiene los dos bonos.
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