Assuming a bond portfolio manager is managing against an index with a duration of 4.5 years. If the manager believes interest rates will fall, which of the following will be the manager's best move. Select one: O a Create a portfolio with a duration of 5.4 years O b. Create a portfolio with a duration of 4,0 years Oc Create a portfolio with a duration of 4.5 years Od Create a portfolio with a duration of 6 3 years O e. Create a portfolio with a duration of 3.5 years
