Duration
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MarkiV
Mar 11, 2009, 2:54:25 AM3/11/09
to Bonds & Fixed Income
Hi, I have a question on weighting a cost/current yield and duration
for a portfolio to get the aggregated portfolio cost/current yield or
duration. Do you weight it by principal, market value or nominal
value, and why? Thank you very much.
for a portfolio to get the aggregated portfolio cost/current yield or
duration. Do you weight it by principal, market value or nominal
value, and why? Thank you very much.
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