CFA Practice Question

There are 147 practice questions for this study session.

CFA Practice Question

Which of the following portfolios would benefit the most from a parallel shift down of 10 basis points in the yield curve?

A. Portfolio A
B. Portfolio B
C. Portfolio C or D
Explanation: Portfolio A which has the largest effective duration would benefit the most with a downward parallel yield curve shift of 10 basis points.

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