Intro As corporate treasurer, you have to pay $19 million in one year and again in two years. Bonds of all maturities currently yield 8%. Part 1 - Attempt 2/18 for 10 pts. What is the duration of the liability? 2+ decimals Previous answers: 2 Submit Part 2 | Attempt 1/18 for 10 pts. If you buy zero-coupon bonds with a maturity equal to the duration calculated in the previous part, what should be their combined face value in $)? 0+ decimals Submit Part 3 | Attempt 1/18 for 10 pts. If interest rates suddenly go up to 9%, what is your immediate funding surplus (positive number) or shortfall (negative number) (in $)? 0+ decimals Submit Part 4 | Attempt 1/18 for 10 pts. If interest rates suddenly go down to 7%, what is your immediate funding surplus (positive number) or shortfall (negative number) (in $)? 0+ decimals Submit Intro As corporate treasurer, you have to pay $19 million in one year and again in two years. Bonds of all maturities currently yield 8%. Part 1 - Attempt 2/18 for 10 pts. What is the duration of the liability? 2+ decimals Previous answers: 2 Submit Part 2 | Attempt 1/18 for 10 pts. If you buy zero-coupon bonds with a maturity equal to the duration calculated in the previous part, what should be their combined face value in $)? 0+ decimals Submit Part 3 | Attempt 1/18 for 10 pts. If interest rates suddenly go up to 9%, what is your immediate funding surplus (positive number) or shortfall (negative number) (in $)? 0+ decimals Submit Part 4 | Attempt 1/18 for 10 pts. If interest rates suddenly go down to 7%, what is your immediate funding surplus (positive number) or shortfall (negative number) (in $)? 0+ decimals Submit