You observe the following yields for default-free zero-coupon bonds: T OYT 1 1.00% 5 5.00% 10 10.00% Assume that today you purchase $10 million par of the 5-year zero-coupon bond. Assume you would like to fully hedge the interest rate risk of the five-year bond by selling some par amount (you need to find this) of the 10-year bond. Assume that you hold the position above (buy_$10mm of the 5-yr and hedge with the 10-year bond) for the next five years. Assume that in five years, the yield curve is the same as today's yield curve. What is your expected gain or loss (5 years from now, in dollars) from this position