Treasury
bond prices fell Thursday, pushing the yield on 10 - year notes to 3 %, a
threshold that may signal a new baseline for higher
interest rates.
Algorithm F allocates 100 % -80 % -0 % to the Value portfolio (with the remainder of 0 % -20 % -100 % going to the Growth portfolio) using
thresholds (of the Treasury
Bond interest rate minus the commercial paper
interest rate) of plus and minus two percent.