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what is the convexity of the portfolio of a zero coupon maturing in 5 years whose principal is 100,000 maturing in 10 years and a

what is the convexity of the portfolio of a zero coupon maturing in 5 years whose principal is 100,000 maturing in 10 years and a zero coupon bond maturing with the same principal? The yields of the bonds are 2% and 3% respectively ( Hint first find the PV and then calc the convexity)

64.1

62.5

NONE OF THE ABOVE

61.6

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