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To measure how a non-Treasury securitys price will change as the result of changes in its yield versus a Treasury security, a portfolio manager will

To measure how a non-Treasury securitys price will change as the result of changes in its yield versus a Treasury security, a portfolio manager will wish to know

a- the key rate duration of the portfolio

b- the spread duration of the portfolio

c- each periods contribution to duration

d- the convexity of the portfolio

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