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The duration of perpetuity varies ____ with interest rates A. inversely B. concavely C. convexly D directly A bond's price volatility ____ at ____ rate as maturity decreases A. increases; an increasing B increases; a decreasing C. decreases; an increasing D decreases; a decreasing A pension fund has an average duration of its liabilities equal to 10 years. The fund is looking at 5-year manually zero-coupon bonds and 4% yield perpetuities to minimize its interest rate risk. How much of its portfolio should it allocate to the zero-coupon bonds to minimize if there are no other assets funding the plan? A. 62% B. 72.17% C. 76.19% D. 79.19%