please provide explanation.

Which of the following is NOT true when a set of liability cash flows are Reddington immunized by set of asset cash flows at valuation rate i? (A) The present values of the asset and liability cash flows are equal. (B) The convexity of asset cash flows is greater than the convexity of liability cash flows. (C) The derivative of the asset cash flows equals the derivative of the liability cash flows. (D) The second derivative of the asset cash flows equals the second derivative of the liability cash flows. (E) The duration of asset cash flows equals the duration of liability cash flows