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You begin with an investment horizon of four years and a portfolio with a duration of four

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6. You begin with an investment horizon of four years and a portfolio with a duration of four… 1 answer below » 6.       You begin with an investment horizon of four years and a portfolio with a duration of four years with a market interest rate of 10 percent. A year later, what is your investment hori- zon? Assuming no change in interest rates, what is the duration of your portfolio relative    to your investment horizon? What does this imply about your ability to immunize your portfolio? Dec 29 2015 10:57 AM



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