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If spread in 2-10-30 butterfly widens a bullet portfolio concentrated in the 10-year maturity What's the answer, and why is that? Will Outperform a barbell

If spread in 2-10-30 butterfly widens a bullet portfolio concentrated in the 10-year maturity

What's the answer, and why is that?

  • Will Outperform a barbell Portfolio
  • Will Underperform a barbell Portfolio

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