2. You want to implement a steepening yield curve trade. a. Choose the Treasury bonds as...

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2. You want to implement a steepening yield curve trade. a. Choose the Treasury bonds as indicated for your group, under Task#2. Implement this trade with risk $10,000 DV01. Calculate the par amounts of the buy security and the sell security. Be sure that the amount of risk on both legs are roughly equal. b. Choose the Treasury note/bond futures as indicated for your group, under Task#2. Implement this trade with $10,000 DV01. Calculate how many contracts to buy and sell. [Note: You cannot buy or sell a fraction of a contract, so choose the closest whole number of contracts to buy and sell so that the two sides have roughly the same risk]. 2. You want to implement a steepening yield curve trade. a. Choose the Treasury bonds as indicated for your group, under Task#2. Implement this trade with risk $10,000 DV01. Calculate the par amounts of the buy security and the sell security. Be sure that the amount of risk on both legs are roughly equal. b. Choose the Treasury note/bond futures as indicated for your group, under Task#2. Implement this trade with $10,000 DV01. Calculate how many contracts to buy and sell. [Note: You cannot buy or sell a fraction of a contract, so choose the closest whole number of contracts to buy and sell so that the two sides have roughly the same risk].