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Bullet vs Barbell

Two contrasting bond-portfolio structures with the same effective duration but different curve-shape sensitivities. A BULLET concentrates exposure near a single maturity (e.g., 80% at 5-year notes). A BARBELL splits exposure between short and long maturities (e.g., 50% at 2-year + 50% at 30-year). Bullets maximize convexity-adjusted return under parallel curve shifts; barbells provide natural offsets under non-parallel shifts. The active-management trade-off is whether you expect parallel or shape-changing moves.

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10Y Treasury · Altman Z-Score · Asset Sensitivity · Basel III · Bond ETF · Bretton Woods

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