Define spread duration calculate the duration and the, Financial Management

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Define spread duration calculate the duration and the

1. What is dollar duration? How is dollar duration different from duration?

2. Define Spread duration. Calculate the duration and the spread duration for the portfolio described in the Table below. What does each concept measure?

Which concept is suitable for measuring IR risk of a portfolio of floating rate bonds? Why?

Bonds from 6 Sectors	Sector Weight in portfolio, W_i	Sector Duration D_i	Sector Spread Duration D_i
Treasury	0.000	4.95	0.00
Agency	0.121	3.44	3.53
Mortgages	0.449	3.58	3.62
Commercial MBS	0.139	5.04	5.04
ABS	0.017	3.16	3.16
Credit	0.274	6.35	6.35

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