Exercise 13.13

Duration in the Random-Maturity Model

Problem

Consider the sovereign debt model with random maturity studied in Section 13.10.1.

Compute the duration of the current portfolio of debt.
Compute the duration of a single bond in the current portfolio of debt.

Answer

No solution has been posted yet. If you have a solution, we invite you to share it in the comment box at the bottom of this page.

---
title: "Exercise 13.13"
subtitle: "Duration in the Random-Maturity Model"
---
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## Problem

Consider the sovereign debt model with random maturity studied in Section 13.10.1. 

1. Compute the duration of the current portfolio of debt. 

2. Compute the duration of a single bond in the current portfolio of debt. 

## Answer

_No solution has been posted yet. If you have a solution, we invite you to share it in the comment box at the bottom of this page._