A bond portfolio ensures the following inflows/outflows: F = (1000, 500, 2000) T = (3m, 7m, 6y)

Report the flow on RiskMetrics buckets, keeping fixed the present value and the duration.

The current yield curve is as follows T 3m 6m 12m 5y 7y Y 2.5% 2.8% 2.9% 3.6% 3.4% .Assume the intermediate yields are computed by linear interpolation.