Assume you have a zero coupon bond maturing in 4 years, whose MV is 100,000,000. a. How do you create a portfolio which is duration neutral using a 1 year bond? b. Short a 1 year coupon bond in the MV amount of 400, 000, 000 and the duration of the portfolio will be 0 c. What is the convexity of this portfolio? d. Theconvexityofthisportfoliois: 11641+40=12 e. Assume that the yield of the 1 year bond is 2% and the year of the four year bond is 3%