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ill like! An insurance company must make a payment of $30,000 in 10 years. The market interest rate is 6%. The company's portfolio manager wishes

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An insurance company must make a payment of $30,000 in 10 years. The market interest rate is 6%. The company's portfolio manager wishes to fund the obligation using 5 year zero.coupon bonds and perpetuities paying $500 annual coupons. To Immunize the obligation what is the asset weight for the zero-coupon bonds and how much of zero-coupon bonds you want to hold? 64.35%, 510779.81 60.53X $10,139.27 57.65% 59657.44 39.12% 56,456,58

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