Question: Five Year rate zero is currently trading at 4% yield and 20 year zero trading at 3.5% rate. If you short 10 million of 20Y

Five Year rate zero is currently trading at 4% yield and 20 year zero trading at 3.5% rate.
If you short 10 million of 20Y bond, how many dollars of long position do you need to take in the 5Y in order to offset the dollar duration risk?

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