Based on the same Treasuries information: Suppose another bond portfolio manager, Kaitlin Sheehan, plans to pursue another yield-curve strategy (socalled butterfly strategy). Specifically, she plans to: - purchase $5.4M of the 2-year note and $4.6M of the 10 -year note - and, simultaneously, short $10M of the 5-year Treasury note. When the yield curve has a parallel shift up, this "butterfly" portfolio should yield a (i) return surrounding such a yield-curve change; if the yield curve has a parallel shift down, this "butterfly" portfolio should yield a (ii) return. A) (i) positive; (ii) negative B) (i) positive; (ii) positive C) (i) negative; (ii) positive