A fixed income fund has a total investment of $100 million in Bond A, Bond B, and Bond with the durations of 5 82, 320, and 210 years, respectively, Investment in Bond C is $30 million and the rest amount is invested in Bond A and B. Assume that the Investment horizon is 4 years, when the payment is to be made to the client. In order to immunize the fixed income fund against the unanticipated changes in yield, what should be the investment in Bond A and Bond B? D Multiple Choice $30 Million each in Bond A and Bond B 54313 Million in Bond A and $26.07 Million in Bond B 570 Million each in Bond A and Bond B Multiple Choice $30 Million each in Bond And Bond $4313 Million in Bond A and $26.87 Min Bonde 570 Milion each in Bond A and Bond B $4313 Million in Bond Band 526,07 Million in Bond A