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Assume that your company is implementing a strategy that requires that the portfolio value P is neutral to changes in the slope of the yield

Assume that your company is implementing a strategy that requires that the portfolio value P is neutral to changes in the slope of the yield curve. The appropriate action is to identify an interest rate sensitive security H and trade a quantity q such that

P1+qH1=0P1+qH1=0

P2+qH2=0P2+qH2=0

P0+qH0=0P0+qH0=0

q = 0

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