CRAi book section 27 part 2B B
the problem calulates the forwards needed to change the portfolio s/b mix as well as the duration/beta change.
It then asks to compare with real stocks vs the simulated profile.
The first method appears to be giving the anser with the new beta convexicty. the second method appears with the old.
am i missing something? M thoughts are the two shouldnt be comparable.because of the different betas and durations