A Treasury bond trader would like to enter a trade combining long or short 2-year U.S. Treasury notes and 30-year U.S. Treasury bonds that realizes a profit when the yield curve flattens. Create a portfolio which achieves this comprised of more than one unit of long or short $100,000 face value positions for each security and assume that the 2-year note has a modified duration of 1.9 and the 30-year note has a modified duration of 21.5 (and we will ignore convexity) in the following calculations (1 point). a.) Calculate the portfolio duration and DV01 for your proposed portfolio b.) Calculate the approximate gain or loss on your portfolio if 2y yields rise by 5 basis points and 30y yields fall by 10 basis points. c.) Calculate the gain or loss on your portfolio if 2y yields fall by 2 basis points and 30y yields rise by 6 basis points. A Treasury bond trader would like to enter a trade combining long or short 2-year U.S. Treasury notes and 30-year U.S. Treasury bonds that realizes a profit when the yield curve flattens. Create a portfolio which achieves this comprised of more than one unit of long or short $100,000 face value positions for each security and assume that the 2-year note has a modified duration of 1.9 and the 30-year note has a modified duration of 21.5 (and we will ignore convexity) in the following calculations (1 point). a.) Calculate the portfolio duration and DV01 for your proposed portfolio b.) Calculate the approximate gain or loss on your portfolio if 2y yields rise by 5 basis points and 30y yields fall by 10 basis points. c.) Calculate the gain or loss on your portfolio if 2y yields fall by 2 basis points and 30y yields rise by 6 basis points