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:

a.) P1+qH1=0P1+qH1=0

b.) P2+qH2=0P2+qH2=0

c.) P0+qH0=0P0+qH0=0

d.) q = 0