NO.PZ2023091701000038
问题如下：
A portfolio manager needs to hedge a USD 115 million liability. The portfolio manager is deciding between investing only in the 3%-coupon Treasury bond in the table below, or in a portfolio consisting of the shorter maturity 2%-coupon Treasury bond and the longer maturity 4.5%-coupon Treasury bonds.
The convexity of the barbell portfolio that will match the duration and price of the bullet position will be closest to:
选项：
A.60 B.74 C.83
解释：
老师可以讲解一下这题吗，上面没有解析
