Question 12 Construct duration-convexity hedged portfolio given the following: Original Portfolio: price = $32863.5, yield = 5.113%, MD = 6.76, and Conv = 85.329 Instrument 1: price = $97.962, yield = 5.232%, MD = 8.813, and Conv = 99.081 Instrument 2: price = $108.039, yield = 1.097%, MD = 2.701, and Conv = 10.168 Question 12 Construct duration-convexity hedged portfolio given the following: Original Portfolio: price = $32863.5, yield = 5.113%, MD = 6.76, and Conv = 85.329 Instrument 1: price = $97.962, yield = 5.232%, MD = 8.813, and Conv = 99.081 Instrument 2: price = $108.039, yield = 1.097%, MD = 2.701, and Conv = 10.168