. A small insurance company has liabilities of $5 million in 10 years time and $6 million in 11 years time. The current interest rate is 5.21% per annum effective. The investment manager plans to buy one 5-year zero coupon bond of maturity value $A million and one 15-year zero coupon bond of maturity value $B million. Find the values of A and B that immunize this portfolio.