I am having trouble working out D2, P2, D10 and P10

9 A- A- AaBbcede ABC de c Normal No Spacing Heading 1 Heading 2 Heading TI Immunisation of portfolio risk A manager has a liability of $10m to be paid in 4 years. They want to hedge this liability by purchasing bonds. There are no 4-year zero coupon bonds. There is a 2 year 8% bond and a 10 year 6% bond paying coupons semi-annually. The yield curve is flat at 7%. .Q: Find the number of 2 year bonds (n2 ) and the number of 10 year bonds (n10) needed to hedge the liability, assuming the bonds have a face value of $100,000