Question
In active bond portfolio management, a pure yield pickup swap would be characterized by which of the following? Increasing default risk without changing duration wrong
In active bond portfolio management, a pure yield pickup swap would be characterized by which of the following?
Increasing default risk without changing duration wrong
Increasing convexity without changing duration
Decreasing duration
Increasing duration
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Project Financing Financial Instruments And Risk Management
Authors: Frank J Fabozzi, Carmel De Nahlik
1st Edition
9811231494, 9789811231490
