Social Studies, 29.11.2019 06:31 nancyy85
Immunization of coupon-paying bonds does not imply that the portfolio manager is inactive because: i. the portfolio must be rebalanced every time interest rates change. ii. the portfolio must be rebalanced over time even if interest rates don't change. iii. convexity implies duration-based immunization strategies don't work.
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Immunization of coupon-paying bonds does not imply that the portfolio manager is inactive because:...
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