You have two duration-matched portfolios: Portfolio A is a 10-year bullet, and Portfolio B is a barbell of 5-year and 20-year bonds. If the yield curve steepens, which portfolio performs better and why?

你有两个总久期完全匹配的组合：组合A全部买的10年期债券，组合B是用5年期和20年期债券搭的杠铃组合。如果收益率曲线变陡，哪个组合表现更好？