. (L413) (Stream immunization) A company faces a stream of obligations over the next 8 years as shown in the table below: Where the numbers denote thousands of dollars. The spot rate curve is also presented in this table. The company has decided to invest in two bonds. Bond 1 has a maturity of 12 years, 6% coupon and price P1 = 65.95 and bond 2 has maturity of 5 years, 10% coupon and price P2 = 101.66. Find a portfolio, consisting of the two bonds, that has the same present value as the obligation stream and is immunized against an additive shift in the spot rate curve. \"nu-lum- -Errl-mnnnn