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What is the convexity of the bond porttfolio, if the initial value of the portfolio is $1400.00, V+ is $1350.00, and V- is $1470.00, and

What is the convexity of the bond porttfolio, if the initial value of the portfolio is $1400.00, V+ is $1350.00, and V- is $1470.00, and delta Y is 0.5%.
A.
Greater than 100 and up to (and including) 200
B.
Greater than 200 and up to (and including) 300
C.
Greater than 300 and up to (and including) 400
D.
Greater than 400 and up to (and including) 500
E.

None of the above

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