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Hedging Interest Rate Risk via Short Selling Assume you have an existing 50/50 portfolio of a 5-year government bond and a 5-year corporate bond with a duration of 2.5 years. Assume you want to take a short position in a 10-year government bond that reduces your portfolio duration to zero, How would you do this? Hedging Interest Rate Risk via Short Selling Assume you have an existing 50/50 portfolio of a 5-year government bond and a 5-year corporate bond with a duration of 2.5 years. Assume you want to take a short position in a 10-year government bond that reduces your portfolio duration to zero, How would you do this