2) You are given the following table with partial data on three bonds. The usual conventions apply, e.g. time is measured in years, interest rates are in annual term, etc. Assume coupons are paid once per year. Fill in the missing information and show your calculations in as much detail as possible. Market price | Duration Convexity Bond Maturity Coupon rate Yield A 2 10% ? 1077.219 ? ? B 3 5% 9% ? ? ? C 3 ? 11% ? 2.851 ? 3) In the previous problem, can you create a portfolio of bonds, the duration of which equals 2.95? Why, or how?