tylar

Provide a short note on Bond Market Line Evaluation.

I have an important test next week. I need the information for the Bond Market Line Evaluation.
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alfred67
"- Bond Market Line :a measure of risk such as beta coefficient for equities - Difficult to achieve due to bond maturity and coupon effect on volatility of prices - Composite risk measure is the bond’s duration - Duration replaces beta as risk measure in a bond market line - The Bond Market Line differs from the SML in the selection of the measure of risk (duration v. beta) and the selection of a proxy for the market index Bond Market Line Evaluation - Policy effect: Difference in expected return due to portfolio duration target - Interest rate anticipation effect: Differentiated returns from changing duration of the portfolio - Analysis effect: Acquiring temporarily mis-priced bonds - Trading effect: Short-run changes. Source: http://in.docsity.com/en-docs/Portfolio_performance_Evaluation_-_Security_Analysis_and_Portfolio_Management_-_Solved_Quiz_"
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amar
"Although approaches for checking money collection efficiency come in universe for pretty much xl decades, identical procedures for looking at shackle portfolio effectiveness ended up caused recently while connection grocery store provides altered significantly as a consequence of dramatically rise in interest rates along with their own volatility"
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