Consider the following stream of obligations, in dollars, over the next 8 years as shown in the table below below: Year 1 2 3 4 5 6 7 8 100 100 300 300 500 500 700 700 You are given the spot rate curve is as follows: Year Spot 1 -2 7.67 8.27 3 8.81 4 9.31 9.75 6 10.16 7 10.52 8 10.85 9 11.15 10 11.42 11 11.67 12 11.89 Find a portfolio, consisting of the two bonds below, that has the same present value as the obligation stream and is immunized against an additive shift in the spot rate curve: . Bond 1 is a 12-year 6% annual coupon bond with a price of 65.95 Bond 2 is a 5-year 10% annual coupon bond with a price of 101.67 Both bonds have a face value of $100. How many units of Bond 1 should be held in the immunized portfolio? Please round your numerical answer to the nearest integer number of units.