The Barbell strategy consists of duplicating the duration of an existing bond using a portfolio with one

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The Barbell strategy consists of duplicating the duration of an existing bond using a portfolio with one shorter

-

maturity bond and one longer

-

maturity bond in order to

__________.

increase duration

decrease duration

increase convexity

decrease convexity.

Related Book For answer-question

Fixed Income Analysis

ISBN: 9781119850540

5th Edition

Authors: Barbara S. Petitt

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Posted Date: Feb 15, 2024 10:01 AM

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The Barbell strategy consists of duplicating the duration of an existing bond using a portfolio with one

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Fixed Income Analysis

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