Why they are choosing bond A ?
Both Bond A and Bond B has nearly same Macaulay duration but bond B has very low convexity as compared to that of bond A.
Please refer the market portion and Exhibit 1.
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The primary condition is that DA=DL. That is being satisfied by PF A. You may say Portfolio B has a Duration of 0.3 higher than Portfolio A, but in the Fixed Income Market, that difference is highly significant.