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Tengo una cartera que consta de posiciones largas en cada un.pdf

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La duración de la cartera no puede ser igual a 2,6 ya que incluye bonos con duraciones de 2, 3 y 5 años.

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Tengo una cartera que consta de posiciones largas en cada uno de los tres bonos: Bono A (duracin = 2), Bono B (duracin = 3) y Bono C (duracin = 5). Cul de las afirmaciones no puede ser verdadera? Los tres bonos son cupn cero Los tres bonos son bonos de cupn Duracin de la cartera = 5,3 Duracin de la cartera = 2,6 Duracin de la cartera > Duracin de los bonos A y B

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