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Barbell and Bullet Strategy- Chapter 4 Tuckman
Hi @David Harper CFA FRM , May I ask why when manager believes that rates will be especially volatile, barbell portfolio would be preferred over bullet portfolio? As I know that barbell portfolio has greater convexity? then it means that price changes will be larger. But if thats the case, the...- Unusualskill
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- Forum: P1.T4. Valuation & Risk Models (30%)