Consider a bond portfolio that has a one-year interest rate delta of 1,094, a two-year interest rate delta of 2,116 , and a three-year interest rate delta of 3,121 . On a day when the one-year interest rate rises by 21 basis points, the two-year interest rate rises by 17 basis points, and the three-year interest rate rises by 8 basis points, what is the change in the value of this portfolio? Note: Your answer must be accurate to within one cent. Consider a portfolio that is long 1,650 units of an index fund and short 6 forwards on that index with 10 months to expiry and a contract size of 100 index units. The stocks in the index have an average dividend yield of 0.9% and the current 10-month interest rate is 2.9%. What is the delta of this portfolio with respect to the index? Note: Your answer must be accurate to within 0.1