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My pension plan will pay me $16,500 once a year for a 10-year period. The first payment will come in exactly five years. The pension

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My pension plan will pay me $16,500 once a year for a 10-year period. The first payment will come in exactly five years. The pension fund wants to immunize its position a. What is the duration of its obligation to me? The current interest rate is 120% per year. b. If the plan uses 5-year and 20 year zero-coupon bonds to construct the immunized position, how much money ought to be placed in each bond? c. What will be the face value of the holdings in each zero? Complete this question by entering your answers in the tabs below. Regulaed A Required B Required What is the duration of its obligation to me? The current interest rate is 12% per year. (Do not round Intermediate calculations, Round your answer to 4 decimal places.) Duration years Required B> My pension plan will pay me $16.500 once a year for a 10-year period. The first payment will come in exactly five years. The pension fund wants to immunize its position a. What is the duration of its obligation to me? The current interest rate is 120% per year. b. If the plan uses 5 year and 20 year zero coupon bonds to construct the immunized position, how much money ought to be placed in each bond? c. What will be the face value of the holdings in each zero? Complete this question by entering your answers in the tabs below. Required A Required B Required If the plan uses 5-year and 20-year zero-coupon bonds to construct the immunized position, how much money ought to be placed in each bond? (Do not round Intermediate calculation Round your answers to the nearest whole dollar amount Investment 5-year zero-coupon bond 20-year Zero-coupon bond Required A Required C > My pension plan will pay me $16,500 once a year for a 10-year period. The first payment will come in exactly five years. The pension fund wants to immunize its position a. What is the duration of its obligation to me? The current interest rate is 120% per year b. If the plan uses 5-year and 20-year zero-coupon bonds to construct the immunized position, how much money ought to be placed in each bond? c. What will be the face value of the holdings in each zero? Complete this question by entering your answers in the tabs below. Required A Required B Required c What will be the face value of the holdings in each zero? (Do not round intermediate calculations. Round your answers to the nearest whole dollar amount.) Face Value 5-year zero-coupon bond 20-year zero-coupon bond

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