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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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