Further question 9.20 - Suppose that the change in a portfolio value for a one-basis-point shift in the 1-, 2-, 3-, 4-, 5-, 7-, 10-, and 30-year rates are (in $ millions) +5, -3, -1, +2, +5, +7, +8, and +1, respectively. Estimate the delta of the portfolio with respect to the first three factors in Table 9.6. Quantify the relative importance of the three factors for this portfolio.

This is Figure 9.6

6 Zero rate (%) obimnogo no lol 5 - 4 37 2- Si vivo Maturity (years) 8 10 12 6 Zero rate (%) obimnogo no lol 5 - 4 37 2- Si vivo Maturity (years) 8 10 12