Using the two bonds below, construct a trade that has DV01=0 and makes a profit if the yield curve steepens. You may assume the bonds pay coupons annually and are on coupon dates (i.e., no accrued interest). a. Assuming the face value of your position in the long-dated bond (long or short) is $100, how much of the short-dated bond do you need to hedge against small parallel yield curve shifts? State the amounts of each bond and whether you are long or short each bond. b. How much do you expect to earn if the yield curve steepens by 1 bp? c. Do you expect the P\&L of the trade to be positive, negative, or unchanged for parallel shifts in the yield curve? Explain