You expect the yield curve to have a butterfly shift as shown in the graph below (butterfly shift means that the humpedness of the yield curve is increased). Specifically, interest rates on bonds longer and may remain stable or even increase slightly. How could you construct an arbitrage trading strategy to shorter maturities would drop significantly, but yields on bonds with mid-term maturities enefit from this expected shift in yield curve? Limit your answer to three sentences. (5 points) Yield -Initial curve Negative butterfly shift Maturity You expect the yield curve to have a butterfly shift as shown in the graph below (butterfly shift means that the humpedness of the yield curve is increased). Specifically, interest rates on bonds longer and may remain stable or even increase slightly. How could you construct an arbitrage trading strategy to shorter maturities would drop significantly, but yields on bonds with mid-term maturities enefit from this expected shift in yield curve? Limit your answer to three sentences. (5 points) Yield -Initial curve Negative butterfly shift Maturity