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Can someone help? An insurance company has a liability portfolio that it immunized by investing in a portfolio consisting of two assets. The liability portfolio

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An insurance company has a liability portfolio that it immunized by investing in a portfolio consisting of two assets. The liability portfolio has the following characteristics: 1 The asset portfolio has the following characteristics: The convexity Z of asset B must be greater than what value to allow for the portfolio to satisfy the requirements of Redington Immunization? (Round the above value to two decimal places)

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