. Assume that the yield curve shifts up on average by 150 basis points over the next 6-month. However, the shift is unequal across maturities. You predict that yields on bonds with maturity less than 5 years will go up by 175 basis points, yields on bond with maturity between 5 and 15 years will go up 125 basis points and yields on bonds with maturity greater than 15 years will go up by 175 basis points. Which portfolio performs better? Why?