Question: How to hedge a long position in the note against large parallel shifts in the yield curve using the 2 bonds below. Note: Both bonds

How to hedge a long position in the note against large parallel shifts in the yield curve using the 2 bonds below. Note: Both bonds have a YTM of 3.65%

Bond	$	Modified Duration (Years)	Convexity (Years Squared)
1	$104.55	4.17	11.44
2	$99.63	3.76	10.20

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