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Q2. Five Year rate zero is currently trading at 4% yield and 20 year zero trading at 3.5% rate. Q2a. What is the duration 5y

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Q2. Five Year rate zero is currently trading at 4% yield and 20 year zero trading at 3.5% rate. Q2a. What is the duration 5y and 20y bond respectively ( 5 points)? Q2b. If you short 10 million of 20Y bond, how many dollars of long position do you need to take in the 5Y in order to offset the dollar duration risk? ( 5 points)

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