C The insuranoe compuny desires o rate of refturn of 11s for ite investimenta. Uning the securitien and provides an expeciod return of at lesst 11%,n is ponsible to achieve much a porttollo with the what relurn can bgeschinged. differemt comblingtions. You onty need to plick ang, and compute Biowidretum10,18510,16810,165Blondedperritim10.77110.77110.771 Duration is only an approximation to compute the impact of amail yieid changes. How can the liabilities of the insurance be completely immunized from all interest changes? Explain your approach and build the portfolio (What assets would you purchaso, what is the cost)? M3CF25000002%cmbimbond31.5% C The insuranoe compuny desires o rate of refturn of 11s for ite investimenta. Uning the securitien and provides an expeciod return of at lesst 11%,n is ponsible to achieve much a porttollo with the what relurn can bgeschinged. differemt comblingtions. You onty need to plick ang, and compute Biowidretum10,18510,16810,165Blondedperritim10.77110.77110.771 Duration is only an approximation to compute the impact of amail yieid changes. How can the liabilities of the insurance be completely immunized from all interest changes? Explain your approach and build the portfolio (What assets would you purchaso, what is the cost)? M3CF25000002%cmbimbond31.5%