Need help with question 4 and 5

QUESTION 4 (Total of 6 marks) The spread between the yield on US BBB-rated bonds and US Treasury bonds widened dramatically during the first quarter of 2020. The spread was 129 basis points at the end of 2019 and rose to 465 basis points in March. If you are a fixed income portfolio manager and you believe that the spread will soon return to the levels seen in 2019, how should you position your bond portfolio to outperform the benchmark? Explain why this strategy would lead to outperformance if your forecast is correct. (Maximum 4 sentences; bullet points are acceptable) QUESTION 5 (Total of 4 marks) You have been asked to manage a Canadian equity portfolio using a passive strategy. Describe TWO ways that you can implement this strategy. (maximum 4 sentences) QUESTION 4 (Total of 6 marks) The spread between the yield on US BBB-rated bonds and US Treasury bonds widened dramatically during the first quarter of 2020. The spread was 129 basis points at the end of 2019 and rose to 465 basis points in March. If you are a fixed income portfolio manager and you believe that the spread will soon return to the levels seen in 2019, how should you position your bond portfolio to outperform the benchmark? Explain why this strategy would lead to outperformance if your forecast is correct. (Maximum 4 sentences; bullet points are acceptable) QUESTION 5 (Total of 4 marks) You have been asked to manage a Canadian equity portfolio using a passive strategy. Describe TWO ways that you can implement this strategy. (maximum 4 sentences)