Using this information right here how would you solve: What is the dur and convexity effect of 5 bps steepening caused by 10Y up 10 bps; 20Y up 15 bps for the 10 vs 20Y trade?

$duration for long 100M in 20Y $ (1,960,784,313.73) Hedging positon with 10Y $ (199,019,607.84) Hedging with 30Y $ (66,830,065.36) Total convexity for long 20Y and short 10Y long 20 $con short 10Y $con Total $ $ $ 40,369,088,812.00 (21,249,879,262.05) 19,119,209,549.95 Total convexity for long 10Y and short 20Y for hedge long 20, $con short 30Y $con Total $ $ $ 40,369,088,812.00 (59,446,761,589.72) (19,077,672,777.73) $duration for long 100M in 20Y $ (1,960,784,313.73) Hedging positon with 10Y $ (199,019,607.84) Hedging with 30Y $ (66,830,065.36) Total convexity for long 20Y and short 10Y long 20 $con short 10Y $con Total $ $ $ 40,369,088,812.00 (21,249,879,262.05) 19,119,209,549.95 Total convexity for long 10Y and short 20Y for hedge long 20, $con short 30Y $con Total $ $ $ 40,369,088,812.00 (59,446,761,589.72) (19,077,672,777.73)