A market risk analyst at a fixed-income hedge fund is assessing the interest rate risk of a portfolio of bonds. The analyst has the following information about the individual portfolio holdings: | Bond | DV01 | Convexity | Value (SGD) | |------|------|-----------|-------------| | 1 | 1,177 | 108 | 1,962,000 | | 2 | 1,265 | 75 | 4,216,000 | | 3 | 2,529 | 463 | 6,322,000 | Given this information, which of the following is closest to the portfolio's DV01 and convexity? | Financial Risk Manager Part 1 Quiz - LeetQuiz