$123.64 $127.85 Question 17 5 pts Assume that you are managing a bond portfolio. The current yield curve is at at 5%. If the yield curve shift up by 1% (i.e., one percentage point), the bond portfolio value increases by 1%. What is the duration of the bond portfolio? O -1 -1.05 0 1 1.05 None of the above is right Question 18 5 pts Which of the following statement is false In regular time, yield curve is usually upward sloping