Given your calculation above, if you were choosing a single type of bond from 1-year, 2-year, 3-year, 4-year, 5-year, 6-year, 7-year, 8-year, 9-year, and 10-year zero coupon bonds, which would serve you best from the perspective of asset-liability matching? In other words, if interest rates were to change, which bonds price would move most closely with the present value of your obligations? Calculate the percentage change in the value of the bond identified in (3) if the interest rate were to drop from 4.0% to 3.9%.