Diff selection: Mark the radio buttons of the revisions to compare and hit enter or the button at the bottom.
Legend: (cur) = difference with latest revision, (prev) = difference with preceding revision, m = minor edit.
Legend: (cur) = difference with latest revision, (prev) = difference with preceding revision, m = minor edit.
| rev | Admin | (Created page with "A company has liabilities of 573 due at the end of year 2 and 701 due at the end of year 5. A portfolio comprises two zero-coupon bonds, Bond A and Bond B. Determine which portfolio produces a Redington immunization of the liabilities using an annual effective interest rate of 7.0%. <ul class="mw-excansopts"><li>Bond A: 1-year, current price 500; Bond B: 6-years, current price 500</li><li>Bond A: 1-year, current price 572; Bond B: 6-years, current price 428</li><li>Bon...") | Nov 20'23 at 18:12 | +722 |