We are looking at two bonds with the exact same duration and yield, but Bond A has higher convexity than Bond B. If you expect high market volatility but are unsure of the direction, which bond would you prefer for your portfolio and why?

假设有两只债券，久期和收益率完全相同，但债券A的凸性比债券B高。如果你预计近期市场波动率会极高，但方向不明，你会把哪只债券放进组合里？为什么？