We hold a large portfolio of Mortgage-Backed Securities (MBS). Recently, the Fed signaled a series of aggressive rate cuts. Walk me through how this impacts our portfolio's duration and convexity, and what specific risk we need to manage right now.

我们持有大量的按揭支持证券（MBS）。最近美联储暗示将开启一系列大幅降息。跟我过一下这会对我们组合的久期和凸性产生什么影响，以及我们现在最需要防范什么风险？