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Calculate the impact of 40bps rise in yields (parallel shift) for the $50 m active portfolio vs the benchmark Active weights BMK weightDuration Convexity 2

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Calculate the impact of 40bps rise in yields (parallel shift) for the $50 m active portfolio vs the benchmark Active weights BMK weightDuration Convexity 2 yr Treasures 20% 33% 1.99 5.00 5 yr Treasuries 20% 33% 4.88 26.50 10 yr Treasures 60% 33% 9.02 90.80 Portfolio size, Sm Change in YTM 50.00 0.40%

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