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Homework answers / question archive / Explain how the spread duration of a fixed income portfolio can be used to position the portfolio for a change in economic conditions

Explain how the spread duration of a fixed income portfolio can be used to position the portfolio for a change in economic conditions

Finance

Explain how the spread duration of a fixed income portfolio can be

used to position the portfolio for a change in economic conditions. Specifically, discuss what a portfolio manager could do if they expect economic conditions (increasing default rates and widening credit spreads) to deteriorate. Refer to the current economic climate and discuss why maximisation/minimisation optimisation methods don't often work in reality?

Compute the following based on the table presented: Market Value TodayReturn on AssetsReturn on EquityLoan Constant

  1. Gain/Loss Since Development (excl. cash flow)
  2.  
  3.  
  4.  
  5. Development Cost Per Unit
  6. Most Profitable Unit Style

Construction Loan Interest

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