It is assumed that the term structure of interest rates is flat at i=0.08 per year. Suppose that a company has liabilities consisting of 10 annual payments of 1000 each starting in one year. You are given: sigma_k= 1^10 v^k = 6.7101, sigma_k=1^10 kv^k = 32.6869, sigma_k=1^10 k^2 v^k = 212.9687; v = 1/1+0.08. The company wishes to invest in assets in order to immunize the liabilities against small changes in i. The assets will consist of some cash now at time 0 and a zero coupon bond maturing at time 10. The present value and duration of the assets must match the present value and duration of the liabilities. Find how much of the asset portfolio should be in cash (nearest one dollar)