| University | Wawasan Open University (WOU) |
| Subject | BBF305/03 Investment And Portfolio Management |
QUESTION 4
Merry Karthik is a bank executive who has just inherited a large sum of money.
Having spent several years in the bank’s investments department, he is well aware of the concept of duration – convexity and decides to apply it to his bond portfolio.
In particular, Merry intends to use RM1 million of his inheritance to purchase two Malaysian Treasury Bonds:
(a) Prepare the duration and the modified duration table of each bond.
(b) Find the duration of the portfolio if Merry allocates 70 percent into Bonds
GO190001 and 30 percent into Bond MO190002.
Get Help By Expert
Seeking a seamless solution for your BBF305/03: Investment and Portfolio Management assignment? Look no further! Dive into the world of hassle-free online assignment writing at Assignment Helper MY. As you navigate the academic waters at Wawasan Open University (WOU), our Do My Assignment service stands ready to provide adept assistance. Unleash your true potential with our dedicated support and witness your investment in education flourish.
