please help me with all these pleaseeee

.A bond portfolio manager will decrease the rate sensitivity of the portfolio by:

		Decreasing the duration of the portfolio.
		Increasing the amount of long duration tax exempt securities and decreasing Treasury bills.
		Buying 30-year Treasury bonds and selling 10-year agency bonds.
		Buying 20 year agency bonds and selling 10 year Treasury bonds.

An initial public offering (IPO) happens in the:

secondary market

primary market

deficit market

surplus market

		primary market
		efficient market
		deficit market
		secondary market

If shorter term securities have higher annualized yields than longer term securities, the yield curve is:

		flat
		could be upward or downward sloping
		inverted (downward sloping)
		upward sloping