Question 13 1 pts Consider a short position in a coupon-paying bond that is subject only to interest rate risk. Choose the correct statement. The duration-based VaR of the position is smaller than the duration and convexity-based VaR of the position. The duration-based VaR of the position is bigger than the duration and convexity-based VaR of the position. The duration-based VaR of the position is the same as the duration and convexity-based VaR of the position. Question 14 1 pts Consider a 1-year zero coupon bond with the principal of 100. If the yield is 5%, what is the convexity of the bond? Use 2 decimal places for your