Bond A is priced at par with a duration of 6.5 years and yielding 4%. Bond B is priced at 99, has a duration of 12 years and yields 4.4%. You own A. 

How many of B do you need to sell short in order for your position to be insensitive to (relatively small) changes in interest rates? 

A ten-year note with a 6% semi-annual coupon yields 5.1%. For a one-year horizon.

 What is its target price so that the Rate-of-Return is 0% (assuming a 5% reinvestment rate and just use a half-year for the reinvestment period, not the actual day-counts).