What is the convexity of the portfolio of a zero coupon maturing in 5 years whose principal is 100,000 maturing in 10 years and a zero coupon bond maturing in 3.5 years with the same principal?

What is the convexity of the portfolio of a zero coupon maturing in 5 years whose principal is 100,000 maturing in 10 years and a zero  coupon bond maturing in 3.5 years with the same principal? The yields of the bonds are 2% and 3% respectively