all three pls

5. You are hired by a bank to help them design a bond portfolio to fund a $10 million obligation that will come due in 4 years (money market deposits). The managers of the fund would like to use 2 year zero coupon bond along with their existing bond portfolio A that includes following three zero coupon bonds with the corresponding portfolio weight: Suppose that the yield to maturity on all bonds is 5% (in other words, the yield curve is flat at 5% ). 1) How much money do you have to invest today in the bond market to entirely fund your obligation? 2) What is the durations of current existing bond portfolio A and the obligation (due in 4 years). 3) How would you structure your holdings of the 2 year zero coupon bond and their existing portfolio A so that you are protected against the risk of interest rate fluctuations? Please indicate the dollar amount you would invest in each security