Bond A (8%, 2 coupons per year, 20 years to maturity, has duration D=8.0 years and the price 92.0 at (9% yield). Bond B (12%, 2 coupons per year, 30 years to maturity, has duration D=11.0 and Price 112.0 at current yield 9%. Company has an obligation to pay $1 000 000 after 10 years. Company wishes to invest money to meet this obligation. Please calculate the impact of each bond in a portfolio immunized to the market yield changes and the amount invested in each bond.