김종곤 강사님께 질문드립니다.

안녕하세요~
여러과목 항상 좋은강의 감사드립니다.

다름이 아니라, CAIA에서 제공하는 sample exam을 풀다가 duration neutral에 관한 문제가 하나 나왔는데, 해설이 잘 이해가 되지 않아 여쭤보고 싶습니다!
문제는 아래와 같은데요, 

The yield on a 5-year Treasury bond is 4%, and the yield on a 10-year Treasury bond is 5%. The modified durations of the two bonds are four and eight years, respectively. A fixed-income arbitrage manager expects the yield curve to flatten in the short term. Which investment strategy is consistent with this expectation while hedging the risk of a parallel up or down shift in the yield curve?

 A  Buy one unit of the 5-year bond and short 0.5 units of the 10-year bond

 B  Buy one unit of the 5-year bond and short 2.0 units of the 10-year bond

 C  Buy one unit of the 10-year bond and short 0.5 units of the 5-year bond

 D  Buy one unit of the 10-year bond and short 2.0 units of the 5-year bond

해설은 다음과 같습니다

Hedging the risk of a parallel shift in the yield curve can be accomplished through establishing a duration-neutral portfolio, defined as having the aggregated durations of the short positions equal the aggregated durations of the long position, weighed by value. Since the durations of the long-term and short-term bonds have a ratio of 2:1 (8/4 = 2), a portfolio in which one long position will be balanced with two short positions will be duration neutral. Should the yield curve flatten, the value of the long-term bond will increase by a larger amount than the increase in two units of the short-term bond.

저도 10년물 채권 한개와 5년물 채권 2개의 듀레이션이 같은 것 까지는 알겠는데 왜 10년물을 long하고 5년물을 short해야 한는지와 5년물 1개와 10년물 0.5개는 왜 답이 아닌지도 궁금합니다~!

감사합니다!