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Govin two zero coupon bonds in a 50-50 portfolio one maturig in 3 another in 5 years what will be the performance using convexity duration
Govin two zero coupon bonds in a 50-50 portfolio one maturig in 3 another in 5 years what will be the performance using convexity duration if the yield drops 50 bps
| 1. | NONE OF THE ABOVE | |
| 2. | -1.82% | |
| 3. | -1.96% | |
| 4. | -2.5% |
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