8. Suppose we have two zero-coupon (discount) bond ( $1000 face value) both with remaining time to maturity of 3 years as the liability. Hypothetically how can we form a two-bond barbell portfolio strategy to immunize ngnithst the interest rate risk? Assume the yield curve is 3% flat. A. purchase 0.94 share of 1 -year discount bond and 1.06 share of 5 - vear discount bond with the same face value B. purchsse 1.06 share of 1 -year discount bond and 0.94 share of 5 yeat discount bond with the sarne face vatue C. purchase 1.57 share of 1-year discount bond and 0.43 share of 5 -year discount bond with the same face value D. purchase 0.43 share of 1 year tiscount bond and 1.57 share of 5 vear discount bond with the same face vatue E We cannot form a barbell portfolio strategy to immunize the interest rate risk in this case