求助一道关于比较两个投资策略convexity的题目

原题如下，请大神帮忙解答  谢谢 谢谢
Assume the yield curve is initially flat (i.e. rates at all maturities are the same). Consider three Treasury bonds, with maturities of 1, 10, and 30 years.
Consider two alternative strategies: 1) Invest all your money in a 10-year bond, or 2) Spread your investment across the 1-year and 30-year bonds and adjust the weights so that the duration of the strategy is the same as strategy 1).
a. Which of the two strategies has a higher convexity?
b. If you are worried about “lateral” changes in the interest rates (i.e. all rates move up or down by the same amount), which strategy would you prefer and why?
c. In what scenarios (i.e. for which type of change in the yield curve) would strategy (1) be better than strategy (2)?