bullet-investment
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P1.T4.910. Barbells and bullets (Tuckman Ch.4)
Learning objectives: Explain the process of calculating the effective duration and convexity of a portfolio of fixed income securities. Explain the impact of negative convexity on the hedging of fixed income securities. Construct a barbell portfolio to match the cost and duration of a given...- Nicole Seaman
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- bullet-investment convexity effective-duration fixed-income-security negative-convexity
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- Forum: FRM® Practice Questions