$(10$ points$)$ Assume that you have a portfolio with the following key rate $01s.$

And you want to hedge it using $2-,5-,10-,$ and $30-$year bonds with $$100$ face values. However,

you cannot find $5-$ and $10-$year par bonds. The key rate $01s$ of these bonds are given below.

How many bonds do you need to buy$/$sell$?$