You find a 5-year, AA-rated corporate bond yielding 8% and a similar-risk, 5-year bond of another company yielding 9\%. You also have the full spectrum of Treasury securities to trade. If you expect the levels of interest rates to rise the same amount across the yield curve, what's the best trade to execute a rate anticipation swap? Go short the short-duration Treasuries and long the long-duration Treasuries Go long the AA-rated bond yielding 9% and short the AA-rated bond yielding 8% Go short the AA-rated bond yielding 9% and long the AA-rated bond yielding 8% Go long the short-duration Treasuries and short the long-duration Treasuries