The duration of your portfolio's assets is 3.15 and the duration of your liabilities is also 3.15. The convexity of your assets is 31.16 and the convexity of your liabilities is 32.59. Is your portfolio immunized? Yes, because the duration of your assets is no less than the duration of your liabilities, Yes, because the convexity of your assets is less than the duration of your liabilities. No, because the duration of your assets is not greater than the duration of your liabilities. No, because the convexity of your assets is less than the convexity of your liabilities