Question: Security name A1 A2 A3 Consider the following three securities: Price $1 $1 $1 Duration 5 10 20 Convexity 14 50 150 How you

Security name A1 A2 A3 Consider the following three securities: Price $1

Security name A1 A2 A3 Consider the following three securities: Price $1 $1 $1 Duration 5 10 20 Convexity 14 50 150 How you can use securities A2 and A3 to hedge a portfolio that consists of 5,000 securities A1? Find the number of A2 and A3 you will want to buy or sell and round your answer to the nearest integer number.

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