You expected a cut in interest rate, the yield curve will change where short term interest rate will decrease 200bps, medium will decrease 160 bps and long term decrease 150bps.

Bond		Modified duration	Convexity measure
A	Short	1.3	2
B	Medium	6	30
C	Long	14	400

The bonds in the table are zero coupon bonds and duration are in years.

Portfolio Strategy A: Invest 10m in bond A and 10m in bond c.

Portfolio Strategy B: Invest 20m in bond b.

Calculate the expected return of each strategy, and explain which strategy should be used to deal with the decrease in interest rate. And does the strategy increase or decrease forward looking tracking error of the portfolio?