Multiple Choice
If you expected interest rates to fall, you would prefer to own bonds with
A) long durations and high convexity.
B) long durations and low convexity
C) short durations and high convexity.
D) short durations and high convexity
E) None of these are correct.
Correct Answer:

Verified
Correct Answer:
Verified
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Q97: Assuming no change in interest rates, the
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Q99: A bond portfolio is immunized from interest
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Q101: USE THE INFORMATION BELOW FOR THE FOLLOWING