Question: Based on the interest rate anticipation, a fund manager constructs a new bond portfolio in which investments are allocated as 30% of 3-month T-bills and

Based on the interest rate anticipation, a fund manager constructs a new bond portfolio in which investments are allocated as 30% of 3-month T-bills and 70% of 10-year corporate bonds. 


The manager is using which kind of yield curve strategies?

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The fund manager is employing a barbell yield curve strategy In a ... View full answer

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