Canvas D Question 15 1 pts An insurance company must make a payment of $19,487 in six years. The market interest rate manager wishes to fund the obligation using two-year zero coupon bonds and perpetuities paying annual coupons. In order to immunize the portfolio against interest rate fluctuations how much she should invest in zero-coupon bonds is 10%. The company's portfolio o $19,487 5/9 $6,111.11 O $111.11 D | Question 16 1 pts Question 16 & 17 are based on the following information: What would be the proceeds to an investor who purchases the September 2011 expiration 1BM calls with exercise price $165 it the stock price at option expiration is $150