Consider three zero-coupon bonds: -5Y yielding 3%, 20Y yielding 4.25%, and 30Y yielding 4%. q.a.If you want

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Consider three zero-coupon bonds: -5Y yielding 3%, 20Y yielding 4.25%, and 30Y yielding 4%. q.a.If you want to construct a 100M portfolio of 5Y and 30Y to match the dollar duration of 100M position in 20Y, what is the portfolio weight in 5Y and 30Y respectively?

Q2. What is $convexity for long 100M replicating portfolio of 5Y and 30Y as constructed in Q3b? What is the $convexity for long that replicating portfolio while at the same time short 100M of 20Y zero?