yield Maturity m (per year) Coupon Rate 2.200 2 2 400 1000 2.900 3 2 500 1000 z 7 0 000 1000 4.600 10 1 70 0 1000 5.900 15 1 800 1 ooo FV 1. 2. 3. 4. Calculate the Price and Duration for each bond individually. Calculate the Duration and Convexity of an equal-weighted portfolio (200 0 each) Optimize the portfolio by finding the appropriate weights which maxllnlze convexity subject to portfolio duration set equal to 7 years. Given $1 million in your account, how many contracts of each bond will be purchased in question 3?