You will pay $$500,000$ for a house in fve years. Bonds currently yield $9\%.$ You fully fund and immunize your obligation using a portfolio of one$-$year zero coupon bond and a $10-$year bond which has a duration significantly higher than $5$ years. Now suppose right after you fully funded and immunized your obligation, interest rate immediately increases to $10\%.$ Does your net position, that is$,$ the difference between the value of the bonds and that of your obligation, becomes positive, or negative, or stays at zero? Please enter $1$ for the first choice, $2$ for the second choice, and $3$ for the last choice.

Your answer $\_\_\_\_\_($enter $1,$ or $2,$ or $3).$