3 Assume yield levels (BEY) as follows for US Treasuries: You bought Current 2yr = 0.25%; Current 10yr = 2%; Yields change immediately and the New 2yr = 0.50% and New 10yr = 2.50%. Assume durations for the 2yr and 10yr are 2 and 8 respectively. If you have only 2yr and 10yr in your portfolio and the 2yr has a market weight of 20%, what is the immediate total percentage price change in the value of your portfolio? (5 points) 3 Assume yield levels (BEY) as follows for US Treasuries: You bought Current 2yr = 0.25%; Current 10yr = 2%; Yields change immediately and the New 2yr = 0.50% and New 10yr = 2.50%. Assume durations for the 2yr and 10yr are 2 and 8 respectively. If you have only 2yr and 10yr in your portfolio and the 2yr has a market weight of 20%, what is the immediate total percentage price change in the value of your portfolio? (5 points)