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Investors want low convexity bonds right now because they are least sensitive to a change in yields.
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The above statement is incorrect! People, including the author, often confuse "convexity" with "negative convexity."

What you should have said is investors want low "negative convexity" bonds right now. And what does a bond with low "negative convexity" have? High POSITIVE convexity.

When interest rates move, you always want higher convexity over lower convexity (assuming the same duration.) This is well-known among fixed income investors.