A liability consists of a series of 20 annual payments of 25000 with the first payment to be made one year from now. The assets available to immunize this liability are seven-year and fifteen-year zero-coupon bonds. The annual effective interest rate used to value the assets and the liabilities is 6%. The liability has the same present value and duration as the asset portfolio. Calculate the amount invested in the fifteen-year zero-coupon bond. Select one: A. 67500 B. 57500 C. 77500 D. 87500 E. 97500