An insurance company has claim liabilities valued at $100 million with an estimated duration of 12 years. The company currently has a $100 million investment bond investment portfolio with a duration of 5 years What risk does the company currently face with respect to interest rates? O A. principal risk OB. interest rates decreasing OC OD. interest rates increasing The company would like to immunize its balance sheet from interest rate risk and is considering buying 10-yr Treasury Strips. How much of its current portfolio (% or $) should it sell and invest in the Treasury 0-coupons? It should sells million, or equivalently %