24. The following table provides data for a portion of a company's liabilities and for the assets that are assigned to support those liabilities. Value 5,000 Modified Modified Duration Convexity 2 14 Asset 1 Asset 2 2,000 4 19 Asset 3 3,000 7 34 2.25 16 Liability 1 Liability 2 4,000 6,000 5 22 Which of the following statements are true? I. The modified durations of the assets and liabilities are equal. II. The modified convexities of the assets and liabilities are equal. III. This portion of the company's balance sheet is immunized against a small "parallel shift" in interest rates. A) All B) I and II only C) I and III only D) I only E) None