i need step by step explanation please

Q2. Five Year rate zero is currently trading at 4% yield and 20 year zero trading at 3.5% rate. Q2a. What is the duration 5y and 20y bond respectively ( 5 points)? Q2b. 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? (5 points) Q2c. Yield curve steepened: 5Y yld went up by 20 bps and 30Y yld went up by 25 bps. What is your profit or loss (PnL) for the above position based on duration? (5 points) Q2d. Yield curve flattened. 5Y yld went down by 15 bps and 30 y yld went down by 20 bps. What is your PnL based on duration? (5 points)