Consider a portfolio consisting of 2 bonds, with the following characteristics Bond A B Find: a. The modified duration of the portfolio b. The convexity of the portfolio c. The basis point value of the portfolio Face Value 11.5 million 20 million Price 92.5 87.9 MD 6.7 C 54.89 55 Consider a portfolio consisting of 2 bonds, with the following characteristics Bond A B Find: a. The modified duration of the portfolio b. The convexity of the portfolio c. The basis point value of the portfolio Face Value 11.5 million 20 million Price 92.5 87.9 MD 6.7 C 54.89 55