Third Duration Investments has the following assets and liabilities on its balance sheet. The two-year Treasury notes are zero coupon assets. Interest payments on all other assets and liabilities occur at maturity. Assume 360 days in a year.
-What is the duration of the assets?
A)0.708 years.
B)0.354 years.
C)0.350 years.
D)0.955 years.

Question

Third Duration Investments has the following assets and liabilities on its balance sheet. The two-year Treasury notes are zero coupon assets. Interest payments on all other assets and liabilities occur at maturity. Assume 360 days in a year.  
-What is the duration of the assets?
A)0.708 years. 
B)0.354 years. 
C)0.350 years. 
D)0.955 years.

Quizplus · Accepted Answer

11efb86f_42ac_66da_9137_4f617627a1c5_TB1314_00

Third Duration Investments Has the Following Assets and Liabilities on Its