Natalie Berg, CFA, has estimated the key rate durations for several maturities in three $25 million bond portfolios she manages, as shown in Exhibit 1:

Exhibit 1: Key Rate Durations
Key Rate	Portfolio 1	Portfolio 2	Portfolio 3
2 year	2.45	0.35	1.26
5 year	0.20	0.40	1.27
10 year	0.15	4.00	1.23
20 year	2.20	0.25	1.24
Effective Duration	5.00	5.00	5.00

If the 5- and 10-year key rates increase by 20 basis points, but the 2- and 20-year key rates remain unchanged:

A) Portfolio 1 will experience the best price performance.

B) Portfolio 2 will experience the best price performance.

C) all three portfolios will experience the same price performance.

D)Portfolio 3 will experience the best price performance.