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This document summarizes strategies for managing bond portfolios, including interest rate risk, duration, convexity, and passive versus active management approaches. It discusses how bond prices relate inversely to interest rates and yields, and how duration is used to measure interest rate sensitivity. Longer-term and lower-coupon bonds have higher duration and greater price volatility. Convexity accounts for the non-linear price changes with interest rates. The document also describes passive strategies l

Author

Duy Minh

Language

EN