What Is the PV01 of the Following Portfolio

question 11

Short Answer

What is the PV01 of the following portfolio?
i. Long a 1-year ?xed coupon bond paying 4% quarterly.
ii. Long a 1.75-year ?oating rate bond paying ?oat plus 80 bps semian- nually. You know that the reference rate was set at 6% six months ago.
iii. Short a 2-year zero coupon bond.

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Donates

The act of giving or contributing something, such as money, goods, or time, voluntarily to a cause, organization, or individual in need.

Corporate Social Responsibility

A business model that helps a company be socially accountable to itself, its stakeholders, and the public, often by engaging in sustainable practices.

Government Organizations

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Business Operations

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