A liability of 1 is due at time 10. An attempt is made to fully immunize this liability at 0=0.10i0=0.10 using two zero coupon bonds of amounts 1At1 and 2At2 due at times 1t1 and 2t2, respectively.

(a) If 1=5t1=5, 2=15t2=15, obtain 1At1 and 2At2.

(b) If 1=5t1=5, 1=0.40At1=0.40, obtain 2t2 and 2At2.