You are considering two Treasury bond portfolios.One is a barbell comprised of two bonds with maturities of 5 years and 20 years, the other is a bullet comprised of a single bond with a maturity of 10 years.The two portfolios are constructed to have the same modified durations. You predict a large upward parallel shift of the yield curve. Given this prediction, what should you do?

a.Invest 100% of funds in the bullet

b. Invest 100% in the barbell

c. Invest equal proportions in the bullet and the barbell