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[PVBP and Yield spread trades] Consider a situation where you would like to bet on yield spreads. Suppose that spot rates are flat at 10%. We expect the yield curve to steepen, but have no view on its level Specifically, we expect the 10-year spot rate to rise relative to 2-year. o Calculate PVBPs of 2-year and 10-year zeros. e Make a strategy with 2-year and 10-year zeros, which leaves no exposure to overall yield changes. What is the value of your portfolio? o Assume interest rates suddenly increase by 100 basis points for all maturities (i.e. parallel shift in yield curve). Show that exposure to equal changes in yields is efficiently hedged O Suppose that spot rates change toy2 1100 and y10 -13% as we have expected. What is the profit of your strategy? [PVBP and Yield spread trades] Consider a situation where you would like to bet on yield spreads. Suppose that spot rates are flat at 10%. We expect the yield curve to steepen, but have no view on its level Specifically, we expect the 10-year spot rate to rise relative to 2-year. o Calculate PVBPs of 2-year and 10-year zeros. e Make a strategy with 2-year and 10-year zeros, which leaves no exposure to overall yield changes. What is the value of your portfolio? o Assume interest rates suddenly increase by 100 basis points for all maturities (i.e. parallel shift in yield curve). Show that exposure to equal changes in yields is efficiently hedged O Suppose that spot rates change toy2 1100 and y10 -13% as we have expected. What is the profit of your strategy