use the two yield curves at two moments in time in Table 3.7 , and the following portfolio: - Long \$20 million of a 6-year inverse floaters with the following quarterly coupon: Coupon at t=20%r4(t0.25) where r4(t) denotes the quarterly compounded, 3-month rate. - Long $20 million of 4-year floating rate bonds with a 45 basis point spread paying semiannually. - Short $30 million of a 5-year zero coupon bond. 7. You are standing on February 15, 1994: (a) What is the total value of the portfolio? (b) Compute the dollar duration of the portfolio. Table 3.7 Two Term Structures of Interest Rates Ivotes: rueas are caiculated dased on data Irom Cksr (vally reasuries). use the two yield curves at two moments in time in Table 3.7 , and the following portfolio: - Long \$20 million of a 6-year inverse floaters with the following quarterly coupon: Coupon at t=20%r4(t0.25) where r4(t) denotes the quarterly compounded, 3-month rate. - Long $20 million of 4-year floating rate bonds with a 45 basis point spread paying semiannually. - Short $30 million of a 5-year zero coupon bond. 7. You are standing on February 15, 1994: (a) What is the total value of the portfolio? (b) Compute the dollar duration of the portfolio. Table 3.7 Two Term Structures of Interest Rates Ivotes: rueas are caiculated dased on data Irom Cksr (vally reasuries)