Interest rate anticipation is one of the matched funding techniques that matches anticipated interest rates with the required rates on a portfolio.
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Q29: A bond portfolio is immunized from interest
Q30: If you expected interest rates to fall,
Q31: The components of interest rate risk are
Q32: A manager following an interest rate anticipation
Q33: If you expected interest rates to fall,
Q35: Contingent procedures for managing bond portfolios are
Q36: Contingent immunization is a strategy that allows
Q37: An investor in a pure yield pickup
Q38: The bond management strategy intended to eliminate
Q39: Credit analysis and core-plus management are examples
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