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Unformatted text preview: Each team writes a report on assigned asset class. II Portfolio managers are in charge of investment grade for that week. II Along with a report, each team provides an "allocation interval" for each asset class. II Input final "allocation intervals" into Solver and minimize the variance in the duration between our portfolio and the benchmark . •...
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This note was uploaded on 09/06/2011 for the course FIN 428 taught by Professor Hood during the Fall '11 term at Iowa State.
- Fall '11