Question 4 2 pts Suppose that you are long in 4-year bonds and you want to use 3-year bonds to hedge the interest rate risk. The data on these bonds are given below. To hedge the long position, you need to sell 3- year bond. How much (units) to sell? Assume that there is no risk other than interest rates and the convexity effect is ignorable. 3-year 4-year Yield-to-Maturity Macaulay Duration 0.10 2.75 0.10 3.52 1.00 1.13 OO 1.20 1.28 None of the answers are correct