A) Define and explain convexity when applied to bonds. B) Using continuous time pricing show mathematically that the convexity of a zero-coupon bond is the bond's time to maturity squared. C) Prove mathematically that the convexity of a portfolio containing two bonds is a weighted combination of the bonds' convexities. D) A portfolio is comprised of investments in two bonds. Half of the portfolio's value consists of a coupon bond with a convexity of 6 and the other half of its value is invested in semi-annual floating rate coupon bond. What are the maximum and minimum values of the portfolio's convexity