A firm has assets of $A in 3 years and $B in 10 years and a liability of $,1200 in 6 years. The firm uses Redington immunization to immunize the portfolio based on an annual effective interest rate of 5%. Find the ratio A/B.

(A) 0.8041

(B) 0.9476

(C) 1.0000

(D) 1.0553

(E) 1.2437