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Convexity analysis enables to estimate the sensitivity of the position to: a. twists in the yield curve b. small or large parallel shifts in the
Convexity analysis enables to estimate the sensitivity of the position to:
a. | twists in the yield curve | |
b. | small or large parallel shifts in the yield curve | |
c. | only very small parallel shifts in the yield curve | |
d. | bends in the yield curve |
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