Suppose the yield curve (semi-annual compounding) is flat at 8%. If you have $10,000 to invest in bonds, what position (buy/sell/amount) would you need to take in these 3 bonds: (1) 5-year zero coupon bond, (2) 10-year zero coupon bond, and (3) 2-year semi-annual coupon bond trading at PAR to hedge both the duration and convexity? all bonds have face value of $100.