A bank is about to deliver one payment of 1 million in one and half year and the other of 1 million in three years. To be immune to duration and convexity risks, it uses three bonds for the hedging purpose. Bond A is a three-year zero coupon bond. Bond B is a four-year bond with the semin-annual coupon rate 4%. Bond C is a two year and nine months floating rate bond with the quarterly coupon payment. The coupon for Bond C was just paid and the current 3-month floating rate is 8%. The face value of each bond is 100.You are called in to use one of two curves Bootstrapping method Nelson-Siegel methodand help the bank build the immunization bond portfolio. You are required to conduct the comparative/sensitive analysis.