10- A liability of 1 is due at time 10. An attempt is made to fully immunize this liability at 0=0.10 using two zero coupon bonds of amounts 1 and 2 due at times 1 and 2, respectively.

(a) If 1=5, 2=15, obtain 1 and 2.

(b) If 1=5, 1=0.40, obtain 2 and 2.