financial markets and instrument valuation

A company has obligations that require a payment of 5,000 in year 3 and another payment of 5,000 in year 5 . You want to cover these obligations with a portfolio made up of zero-coupon bonds and that it is immune to small changes in the interest rate. At the time of building the portfolio, the market has a flat rate structure at a level of annual effective rate of 6%. The zero-coupon bonds available are bond A with a maturity of 2 years and bond B with a maturity of 8 years, with a nominal value of 100 . Assuming that the portfolio created with the available bonds turns out to have the same present value and modified duration as the debentures, what is the total redemption value of the portfolio, that is, the sum of the redemption values of each of the bonds? Hint. The portfolio is made up of a% of bond A and b% of bond B, with a+b=1. Remember that DM=P(i)P(i)