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a. Calculate the PVor of each bond. bond do you need to sell short? d. What is your PnL due to a 10bp steepening: the

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a. Calculate the PVor of each bond. bond do you need to sell short? d. What is your PnL due to a 10bp steepening: the 10-year yield change is 10 bps more than 2-year yield's change? (Assume the 2-year yield change is o.)

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