In the context of a bond portfolio, price risk and reinvestment rate risk exactly cancel out at a time horizon equal to the __________.
a. average bond maturity in the portfolio.
b. duration of the portfolio.
c. difference between the shortest duration and longest duration of the individual bonds in the portfolio.
d. average of the shortest duration and longest duration of the bonds in the portfolio.

Respuesta :

In the context of a bond portfolio, price risk and reinvestment rate risk exactly cancel out at a time horizon equal to the duration of the portfolio.

What is portfolio?

  • Your portfolio is  where you store examples of your work that you are most proud of.
  • It  often takes the form of a website, used to increase awareness.
  • Some portfolio templates from risk .
  • A portfolio is an organized visual collection of your efforts that shows your personal progress, accomplishments, and accomplishments.
  • This collection is a marketing tool for potential employers and includes work samples and personal feedback on them.  
  • There are three  types of portfolios: Process, product, shop window.
  • Each type is curated for a different audience, but all have sections to think about developers, purpose, specific audiences, and  evidence.

To learn more about portfolio from the given link :

https://brainly.com/question/29333981lts

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