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3. (20 points) A: a 9-year zero-coupon bond; B: a portfolio of 2-year and 30-year zero-coupon bond with weights 0.75 and 0.25. Suppose the current

3. (20 points) A: a 9-year zero-coupon bond; B: a portfolio of 2-year and 30-year zero-coupon bond with weights 0.75 and 0.25. Suppose the current yield curve is flat at 6%. Compare the duration and convexity of A and B

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