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consider two scenarios. In the first scenario, market yields are stable and hardly fluctuate beyond 25 basis points. In the second scenario, market yields are
consider two scenarios. In the first scenario, market yields are stable and hardly fluctuate beyond 25 basis points. In the second scenario, market yields are volatile and oftenfluctuate beyond 150 basis points. Discuss which bond portfoliomanagement strategy will you adopt under each scenario - bullet or barbell .Given- Dollar duration of both portfolio are same.
please explain in detail 25 basis point shift effect on yield curve in detail as well the effect of 150 basis point
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