A company has a single liability of 2000 due in 2 years. They attempt to fully immunize their liability by purchasing a 3-year coupon bond with a par value of 1828.88 and 5% annual coupons. The annual effective interest rate used to value the asset and the liability is 6%. Which conditions of full immunization are not satisfied? Select one: a. PV condition b. Duration condition c. Timing of cashflow condition d. Duration and timing of cashflow conditions e. All satisfied