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Which portfolio will have the highest convexity? (Assume same continuously compounded yields to maturity). 10-year zero coupon bond 10-year 5% coupon bond Each 1/2 of

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Which portfolio will have the highest convexity? (Assume same continuously compounded yields to maturity). 10-year zero coupon bond 10-year 5% coupon bond Each 1/2 of market value in zero coupon bonds of maturities 5 years and 15 years? 3/4 of market value in a 5-year zero coupon bond and 1/4 of market value in a 20-year zero coupon bond

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