Q2. Five Year rate zero is currently trading at 4% yield and 20 year zero trading at 3.5% rate. Q2c. Yield curve steepened: 5Y yld went up by 20 bps and 30 y 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 30Y yld went down by 20 bps. What is your PnL based on duration? ( 5 points)