Question: Five Year rate zero is currently trading at 4% yield and 20 year zero trading at 3.5% rate. Yield curve flattened. 5Y yld went down

Five Year rate zero is currently trading at 4% yield and 20 year zero trading at 3.5% rate.
Yield curve flattened. 5Y yld went down by 15 bps and 30Y yld went down by 20 bps. What is your PnL based on duration?

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