One question I have to respond before Monday, but I have no idea. anyone can helps, thanks.

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What is the capital requirement on a portfolio of $100 Million adjustable rate mortgages hedged with 50% 2 year swaps and 50% 3 year swaps. You may assume the values of any required data. Also, assume that you are using current coupon 2 and 3 year swaps. Please provide a detailed description of your methodology.