Q3. A Barbell Q3a. what is the weight in 10Y and 30Y if you combine them in a way that matches the Sdur of the 100M long 207 position? This is known as a barbell position. (5 pts) Q3b what is the Sdur and Sconvexity for a long 100M 20Y and short barbell position? (5 pts) Q3c, what is the pnl for the following rotational move of the yld curve based on duration effect? (5 pts) 10Y 1.50%=>1.60%: 204 2.00%=-2.00% 30Y 2.25%=>2.15% 03d, what is the pnl for the following belly fattening move of the yld curve based on duration effect? (5 pts) 10Y 1.50% => 1.60%, 20Y 2.00% 2.05%, 30Y 2.25% => 2 35% Q3. A Barbell Q3a. what is the weight in 10Y and 30Y if you combine them in a way that matches the Sdur of the 100M long 207 position? This is known as a barbell position. (5 pts) Q3b what is the Sdur and Sconvexity for a long 100M 20Y and short barbell position? (5 pts) Q3c, what is the pnl for the following rotational move of the yld curve based on duration effect? (5 pts) 10Y 1.50%=>1.60%: 204 2.00%=-2.00% 30Y 2.25%=>2.15% 03d, what is the pnl for the following belly fattening move of the yld curve based on duration effect? (5 pts) 10Y 1.50% => 1.60%, 20Y 2.00% 2.05%, 30Y 2.25% => 2 35%