最后一题，如何看出第二个Plan说Barbell？～～～～～～～～

NO.PZ202209060200004606 问题如下 Is Neeson most likely correin his assessment of the effects of a laerebonportfolio approaon the Wharton anLawson portfolios? A.Yes B.No, because the Lawson portfolio is a bullet portfolio where the ration of its assets are matcheto the ration of its liabilities C.No, because the ration of the Wharton liabilities is greater ththof the Lawson liabilities owing to the younger age of its participants SolutionA is correct. A laereportfolio hlower convexity anspersion tha barbell portfolio but more tha bullet portfolio, given comparable ration ancash flow yiel. Lower convexity anspersion are sirable aspects in liquity management. In a laereportfolio, there is always a bonclose to remption enhancing liquity. bon mature, the fincoupon anprincipare available for stribution or creinvestein a long-term bonthe baof the laer. The Wharton portfolio is more of a barbell, hhigher convexity ththe Lawson portfolio, anwoulsee a larger rection in cash flow reinvestment risk with the rection of convexity. B anC are incorrect. Neither ration nor the projectelife of the plrevethe convexity or spersion characteristiof the portfolio. 老师，原文中这段话“In general, a laerebonportfolio approawoulimprove liquity management for both, although the Lawson portfolio woulexperienincrease in cash flow reinvestment risk anthe Wharton portfolio woulexperiena crease in convexity.”可以理解是完全正确的，但是的B、C描述的好像不是这个问题，能具体一下吗？

NO.PZ202209060200004606 问题如下 Is Neeson most likely correin his assessment of the effects of a laerebonportfolio approaon the Wharton anLawson portfolios? A.Yes B.No, because the Lawson portfolio is a bullet portfolio where the ration of its assets are matcheto the ration of its liabilities C.No, because the ration of the Wharton liabilities is greater ththof the Lawson liabilities owing to the younger age of its participants SolutionA is correct. A laereportfolio hlower convexity anspersion tha barbell portfolio but more tha bullet portfolio, given comparable ration ancash flow yiel. Lower convexity anspersion are sirable aspects in liquity management. In a laereportfolio, there is always a bonclose to remption enhancing liquity. bon mature, the fincoupon anprincipare available for stribution or creinvestein a long-term bonthe baof the laer. The Wharton portfolio is more of a barbell, hhigher convexity ththe Lawson portfolio, anwoulsee a larger rection in cash flow reinvestment risk with the rection of convexity. B anC are incorrect. Neither ration nor the projectelife of the plrevethe convexity or spersion characteristiof the portfolio. 请问Wharton portfolio woulexperiena crease in convexity怎么，谢谢！