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The duration for the CD of Bank B is calculated above to be 7.001 years. Since the bond is a zero-coupon, the duration is equal to the maturity of 7 years. Using the duration formula to estimate the change in value: Bond: (Value =.
This is the interest rate risk component of bonds. Duration of a Bond. The duration of a bond is the weighted average of times until the fixed cash flows are received. The duration of a 5 year bond with a 1% coupon rate would be 4.89 years while the duration of a 5 year bond with a 5% coupon rate would be 4.49 years.his chart shows that the returns for a 100/0 portfolio are similar to 80/20 but you take on significant more risk/volatility for a very meager increase in returns. Since my current investing horizon is 40 years from now, Iâm pretty aggressive with my allocation at 90/10 stocks/bonds.