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You have been asked to look into the Silicon Valley Bank fiasco as part of your new internship. Your supervisor sort of understands the news

You have been asked to look into the Silicon Valley Bank fiasco as part of your new internship. Your supervisor sort of understands the news reports but doesnt feel the price changes in their bond portfolios were enough to put them in that great of financial distress. Assuming they bought $50 million of the 10 year, $50 million of the 20 year, and $50 million of the 30 year US government bonds on 5/3/21, how much would the bond losses have been if they were forced to sell them on 5/3/23. Use the rates provided at US Treasury Yield Curve and assume the rate on the date of purchase is the coupon payment used to make semiannual payments on these bonds. (Assume there was no liquidity issues in the sales process.)

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