The 2s10s Treasury yield curve is deeply inverted right now. If you expect the curve to steepen soon, how would you structure a trade using 2-year and 10-year Treasuries? Assume you need to be duration-neutral.

现在 2 年期和 10 年期美债收益率曲线深度倒挂。如果你预期曲线马上会变陡（steepen），你会怎么用这两只债券来做交易？假设你的组合必须是久期中性的。