The 10 bp shock to the 10-year yield is supposed to decline linearly to zero for the 20-year yield. Thus, the shock decreases by 1 bp per year and will result in an increase of 6 bps for the 14-year yield.

Detailed Explanation:

• The shock starts at 10 bps at the 10-year yield
• The shock decreases linearly to 0 bps at the 20-year yield
• The total time span is 10 years (from year 10 to year 20)
• The linear decrease rate is: 10 bps / 10 years = 1 bp decrease per year
• For the 14-year yield, which is 4 years after the 10-year point: 10 bps - (4 years × 1 bp/year) = 10 - 4 = 6 bps

Therefore, the 14-year yield increases by 6 bps.