Which of the following is a true statement about portfolio dispersion? A. It can be described as

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Which of the following is a true statement about portfolio dispersion?

A. It can be described as the variance of time to the receipt of cash flows.

B. The higher the dispersion, the lower the convexity of the portfolio.

C. It determines the portfolio’s sensitivity to changes in credit spreads.

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Fixed Income Analysis

ISBN: 9781119850540

5th Edition

Authors: Barbara S. Petitt

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Question Posted: Nov 08, 2023 02:06 AM

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Which of the following is a true statement about portfolio dispersion? A. It can be described as

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Fixed Income Analysis

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