Suppose the investor has chosen portfolio A in Q2 above, but the investor is still worried about the losses that the portfolio may suffer from an upward shift in the term structure of interest rates. (a) Consider duration hedging using 1-year zero coupon bonds. Find the dollar position. (b) Consider duration+convexity hedging using both 1-year and 5-year zero coupon bonds. Find the dollar position on each bond.

As you have noticed, the demand for flip phones has drastically reduced, and there are only a few consumer electronics companies selling them at extremely low prices. also, the current buyers of flip phones are mainly categorized under laggards. which of the following stages of the industry life cycle is the flip phone industry in currently? a. growth stage b. maturity stage c. decline stage d. commercialization stage