请老师解答一下这个问题看了答案都不明白

zrj1018

A portfolio manager invests $100 million in a 5-year inverse floater paying 18%-2*LIBOR. The modified duration of a 6% 5-year bond is 4.5 year. What is the 95% VaR of the inverse floater if the yield volatility is 0.66%?
a) $3.0M
b) $5.9M
c) $8.9M
d) cannot be determined

答案是：
18%-2L=3*6%-2L
18%-2L+2L=3*6%
D=3*4.5=13.5
VAR=13.5*100*0.66%=8.91

不懂中间为什么可以两边+2L