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Given a ZCB with 30 years of 1,000,000 MV what is going to be the corresponding purchase of 5 ZCB to create a duration neutral

Given a ZCB with 30 years of 1,000,000 MV what is going to be the corresponding purchase of 5 ZCB to create a duration neutral portfolio?

Calculate the Convexity

Calculate the effect on the portfolio if the government yield moves by 1% up

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