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10- A liability of 1 is due at time 10. An attempt is made to fully immunize this liability at io = 0.10 using two

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10- A liability of 1 is due at time 10. An attempt is made to fully immunize this liability at io = 0.10 using two zero coupon bonds of amounts At, and Atz due at times t and t2, respectively. (a) If t1 = 5, t2 = 15, obtain At, and Atz. (b) If t = 5, Ati = 0.40, obtain t2 and Atz. 10- A liability of 1 is due at time 10. An attempt is made to fully immunize this liability at io = 0.10 using two zero coupon bonds of amounts At, and Atz due at times t and t2, respectively. (a) If t1 = 5, t2 = 15, obtain At, and Atz. (b) If t = 5, Ati = 0.40, obtain t2 and Atz

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