This is not a duration neutral trade then if you're assuming equal proceeds in on each leg. In that case, why do you need to know how much to allocate to each bond? If you short $100 million on one leg, then you use that to buy the long leg
Let's assume we have yearly cash flows, and let's focus on just two years - year 1 and year 2. Let $R_1$ and $R_2$ represent the zero rates of year 1 and year 2. So if you want to borrow for one year, you pay $R_1$ percent, and if you want to borrow for 2 years, you pay $R_2$ percent per year. So in an upward sloping scenario, these will look like this:
Please read the Interest Rates Instruments and Market Conventions paper from OpenGamma (https://developers.opengamma.com/quantitative-research/Interest-Rate-Instruments-and-Market-Conventions.pdf).
The conventions are implied but it is also worth checking with the counter party/vendor when in doubt.