Duration matching with rebalancing after a big market move. A pension fund must make two fixed payments (2 liabilities). The first is payment of $100M in 10 years. The second is a payment of $50M in 30 years. The current market interest rate is 3% at all maturities. The fund has $100M available to invest. The fund can allocate its assets between a 5-year zero-coupon and a 20-year zero-coupon bond. The fund wants to stabilize its equity/assets ratio. After the yield jump, would you recommend to buy or sell 20 years bonds? A. buy B. sell