when the partial duration are as in table $9\mathrm{.}5$ estimate the effect of a shift in the yield curve where the ten$-$year rate stays the same, the one$-$year rate moves up by $9$e$,$ and the movements in intermediate rates are calculated by interpolation between $9$e and $0.$ How could your answer by calculated from the results for the rotation claculated in section $9\mathrm{.}6?$