Suppose that the yield curve is initially flat at 2% (i.e. the yield to maturity on all zero coupon bonds and coupon paying bonds is the same for all maturities = 2%). Which bond position would increase in value by the largest dollar amount if the yield curve shifts up in parallel to 3%? Group of answer choices $10M short position in 5-year Zeros $10M long position in 5-year Zeros $10M long position in 5-year, 3% coupon Treasury Notes $10M short position in 5-year, 3% coupon Treasury Notes