Bond immunization is an investment strategy used to minimize the interest rate risk of bond investments by adjusting the portfolio duration to match the investor's investment time horizon. An investor plans to retire in 6 years. His current portfolio has a value of $1million. He wants to use the following two portfolios to neutralize the interest rate risk. How could he implement the bond immunization strategy using the following bonds? YTMA = YTMB = 8%.

Bond A: 9% coupon, Duration = 4 years

Bond B: 8% coupon, Duration = 7 years