$1-$ Suppose that f$(0,1,2)=2\%$ and r$(0,2)=3\%$ Which of the following is$/$are true?Select one or more alternatives:

A$-$ r$(0,1)=3\%$

B$-$The yield curve is upward$-$sloping between t$=1$ and t$=2.$

C$-$The yield curve is downward$-$sloping between t$=1$ and t$=2.$

D$-$r$(0,1)=4\%$

$2-$ Which of the following statements about convexity is$/$are true?

Select one or more alternatives:

A$-$The convexity of a portfolio equals the weighted average convexity of the portfolio assets

B$-$ It equals the square of the time until next reset date for floaters with zero spread

C$-$ It equals the square of the maturity for coupon bonds

D$-$ It equals the square of the maturity for zero coupon bonds

$3-$ Which of the following statement about a semi$-$annual $5-$year Treasury bond with a coupon rate of$4\%$ is$/$are true?

Select one or more alternatives:

A$-$ It has a duration less than $5.$

B$-$ It has a duration of at least $5.$

C$-$ If its price is less than USD $100,$ its YTM is greater than $4\%$

D$-$ If its price is less than USD $100,$ its YTM is lower than $4\%$

$4-$ What is true for bond futures?

Select one or more alternatives:

A$-$Their value converges to zero at maturity.

B$-$Their value is zero at inception.

C$-$ The futures price converges to the price of the underlying bond at delivery.

D$-$ The futures price converges to zero at maturity.