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Business, 22.04.2020 01:34 sassy11111515

B. The portfolio is valued at a fixed horizon date and there are no cash inflows or outflows during the time horizon except for coupon income and reinvestment income. A. Any changes in the yield curve are parallel changes. D. All of the above. C. The target value of the investment is defined as the portfolio value at the horizon date if the interest rate structure does not change.

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B. The portfolio is valued at a fixed horizon date and there are no cash inflows or outflows during...
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