Q3. A Barbell

Q3a. what is the weight in 5Y and 20Y if you combine them in a way that matches the $dur of the 100M long 10Y position? This is known as a barbell position.

Q3b. what is the $convexity for the barbell?

Q3c. What is the $convexity for a long 100M 10Y and short barbell position?

Q3d. what is the pnl for a rotational move of the yield curve based on duration and convexity of each leg?

Maturity Yld_before Yld_after 5 1.50% 1.25% 10 1.75% 1.45% 20 2.25% 1.85%