Question: Given two bond portfolios with the same duration, but different convexities, portfolio managers must choose the one with higher convexity. Do you agree? Why?

Given two bond portfolios with the same duration, but different convexities, portfolio managers must choose the one with higher convexity. Do you agree? Why?

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I agree In most cases portfolio managers should choose the bond portfolio with higher convexity if both portfolios have the same duration Heres why Co... View full answer

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