这类问答题可不可以这样回答？
portfolio 2 is a barbell portfolio. portfolio 1 is a bullet portfolio. a barbell portfolio(portfolio 2) has a higher convexity than bullet portfolio(portfolio 1). a portfolio with higher convexity will most likely performs better if there is an instantaneous downward parallel shift in the yield curve.
这样回答有失分点吗？
实在很难按照老师推荐的方法记忆，自己有思维惯性。
