Question $23$

The purpose of matching the contribution to duration of each bucket in the grid in a passive fixed income portfolio is to:

Select one

A$.$ Ensure that the overall duration of the portfolio matches the index

B$.$ Provide better tracking of the index than matching convexity or dispersion

C$.$ Ensure matching she impact of differential$/$idiosyncratic yield and spread movements within each bucket

D$.$ Isolate the impact of differential optionality