Irish government securities

To illustrate the calculation, consider the following three-bond portfolio in which all three bonds are Irish government securities. Exhibit 4.25 presents a brief description for each bond that includes the following full price per 100 of par value, its yield, the par amount owned, the market value and its duration assuming a settlement date of 6 June 2003. Since these securities are priced with a settlement date between coupon payments dates, the market prices reported are full prices. The... 

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