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For retirees, it depends. If they are in a target date fund, which most retirees are, the funds adjust their bond holding’s duration to minimize interest rate risk. The target date funds should have lowered the duration of the fixed income portfolio (ie from long dated to short dated) once they approach the target date.

The impact to short duration bond portfolios is not as drastic. A 2-year bond issued at .5% yield will lose maybe 5% in price when interest rate moves up to 3%. This is roughly what happened: https://fred.stlouisfed.org/series/DGS2




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