An investor has a liability with a present value of $1 million and has determined that investing 50% in a 6 year zero coupon bond trading on a yield to maturity of 6% and 50% in a 3 year 10% annual coupon bond trading on a yield to maturity of 5% will immunize the portfolio. Both bonds have a face value of $1000. How many of each bond does the investor purchase? a. 709 zero coupon bonds and 440 coupon bonds. b. 500 zero coupon bonds and 500 coupon bonds. c. 709 zero coupon bonds and 579 coupon bonds. d. 670 zero coupon bonds and 452 coupon bonds. e. 426 zero coupon bonds and 616 coupon bonds