Given the term structure of interest rates and the duration mismatch between EPFs benchmark and its pension

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Given the term structure of interest rates and the duration mismatch between EPF’s benchmark and its pension liability, the plan should be most concerned about a:

A . fl attening of the yield curve.

B . steepening of the yield curve.

C . large parallel shift up in the yield curve.

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Fixed Income Analysis

ISBN: 9788126563128

3rd Edition

Authors: Barbara S. Petitt, Jerald E. Pinto, Wendy L. Pirie, Bob Kopprasch

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Question Posted: Oct 23, 2024 08:06 AM

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Given the term structure of interest rates and the duration mismatch between EPFs benchmark and its pension

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Fixed Income Analysis

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