Using 1-year, 2-year, and 3-year zero coupon bonds, each with a FV = $10,000, and based on the MD approximation, construct a zero-cost portfolio that is immune to parallel shifts in the yield curve. Assume that one leg of your trade is long 1 unit of the 1-year zero coupon bond. 

Specify the amount of dollars (not FV) you are long the 1 and 3-year, and how many dollars you are short the 2-year.