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1. You invest $20,000 in 10-year zero coupon bonds, $20,000 in 20-year zeros, and another $20,000 in 30-year zeros. a) What is the convexity of

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1. You invest $20,000 in 10-year zero coupon bonds, $20,000 in 20-year zeros, and another $20,000 in 30-year zeros. a) What is the convexity of the portfolio? b) Suppose the investments were increased to $100,000 in each of the three zero coupon bonds. How would the convexity of the portfolio change

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