Loading...
CFA Level 3
Portfolio Management and Wealth Planning

Optimizing Fixed Income Portfolio Duration for Pension Funds

Medium Institutional Portfolio Mgmt Pension Funds

You are an investment manager for a large public pension fund that is seeking to optimize its fixed income portfolio. The current economic environment is characterized by low interest rates and increasing inflation expectations. The fund must generate sufficient returns to meet its long-term liabilities while minimizing risks. In light of these considerations, the fund's investment committee is contemplating two potential strategies: 1) extending the duration of the fixed income portfolio to capture higher yields as interest rates rise, or 2) maintaining a shorter duration to reduce interest rate risk. The committee seeks your recommendations based on standard management practices for pension funds.

Hint

Submitted13.3K
Correct11.6K
% Correct88%