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Chartered Investment Manager (CIM) Practice Exam · Question

A Canadian bond portfolio manager expects interest rates to decline in the near future. Which fixed-income portfolio strategy would likely benefit most from this expectation?

When interest rates are expected to decline, bonds with longer durations will experience a greater price increase, thereby benefiting the portfolio.

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Question: A Canadian bond portfolio manager expects interest rates to decline in the near future. Which fixed-income portfolio strategy would likely benefit most from this expectation?

Answer options: ✅ Increasing the portfolio's duration.

  • Decreasing the portfolio's duration.
  • Shifting investment to short-term money market instruments.
  • Increasing the allocation to floating-rate bonds.

Correct answer: Increasing the portfolio's duration.

Explanation: When interest rates are expected to decline, bonds with longer durations will experience a greater price increase, thereby benefiting the portfolio.

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