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Evaluated at the same yield, the investment that is expected to have the greatest convexity is a: A. callable 6% coupon bond of 10-year duration. B. portfolio with a duration of 10 that contains a 5-year zero-coupon bond and a 15-year zero-coupon bond. C. 6% coupon bond of 10-year duration. D. 10-year zero-coupon bond. |