Problem 1 (5 points): Assume that you have a portfolio that consists of ten one-year bonds with a face value of $100 and coupon rate c=4% and ten 15-year T-bonds zero-coupon bonds with a face value of $100. All forward rates are equal to 2.5%. You want to hedge this portfolio using five-year $100 face zero-coupon bonds. Use a 1-factor model with a factor equal to the forward rates. How many of these bonds do you need to buy/sell?