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Why do risk managers and/or Portfolio Managers examine Key Rate Durations? Because they are beneficial in estimating the overall negative convexity of a portfolio of
Why do risk managers and/or Portfolio Managers examine Key Rate Durations? Because they are beneficial in estimating the overall negative convexity of a portfolio of callable bonds Because they provide key information about bond portfolio's total duration Because they provide information about duration exposure to the spot curve across a full spectrum of maturity dates Because key rate durations explain the total magnitude of inflation risks on a portfolio of bonds
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