In order to immunize, i.e. hedge a bond portfolio with respect to sizable shifts of the yield curve one must:

A. Select one interest rate sensitive security and find a quantity that must be traded such that the total duration of the hedged portfolio is zero

B. Select two interest rate sensitive security and find a quantity that must be traded such that the total duration and convexity of the hedged portfolio is zero.

C. Select two interest rate sensitive security and find a quantity that must be traded such that the total duration and convexity of the hedged portfolio is minus infinity.

D. Select one interest rate sensitive security and find a quantity that must be traded such that the total convexity of the hedged portfolio is zero.