5. A company has a long position in a two-year bond and a three-year bond as well as a short position in a five-year bond. Each bond has a principal of $100 and pays a 5% coupon annually. Calculate the company's exposure to the one-year, two-year, three-year, four-year, and five-year zero rates. Use the zero rate, zero coupon bond price volatility, and zero coupon bond daily return correlation coefficient matrix in the table below to calculate a 20day 95%VaR for this company's bond portfolio. (30 marks) 5. A company has a long position in a two-year bond and a three-year bond as well as a short position in a five-year bond. Each bond has a principal of $100 and pays a 5% coupon annually. Calculate the company's exposure to the one-year, two-year, three-year, four-year, and five-year zero rates. Use the zero rate, zero coupon bond price volatility, and zero coupon bond daily return correlation coefficient matrix in the table below to calculate a 20day 95%VaR for this company's bond portfolio. (30 marks)