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1 0 . You have a single liability that requires a payment of 2 0 0 , 0 0 0 at time 7 . You
You have a single liability that requires a payment of at time You want to create an immunized portfolio by buying two zerocoupon bonds that will mature in years and years respectively. The valuation interest rate for the liability and for both assets si Find the amounts of the two bonds that you will buy, and verify that the portfolio is immunized.
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