6. A firm has liabilities with a present value of $,5000, a Macaulay duration of 12 , and a Macaulay convexity of 195 . The firm uses Redington immunization to create a portfolio consisting of two of the following three zero-coupon bonds redeemable at par: Find the dollar amounts invested in each bond. (A) $1,000 in Bond A and $4,000 in Bond B (B) $2,000 in Bond A and $3,000 in Bond C (C) $2,666.67 in Bond A and $2,333.33 in Bond C (D) $3,000 in Bond B and $2,000 in Bond C (E) $4,000 in bond B and $1,000 in Bond C