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You bought a 5%-coupon bond with maturity 3 years, annual coupons and a face value $100,000

Finance

You bought a 5%-coupon bond with maturity 3 years, annual coupons and a face value $100,000. You also invested in a zero-coupon bond with face value $50,000 and maturity 3 years. What is the duration of this portfolio if both bonds have a 5.00% yield to maturity?

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