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Now suppose that the duration of your liabilities is 22 years. Now, you have only three different) bonds in your portfolio: Hond with a duration

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Now suppose that the duration of your liabilities is 22 years. Now, you have only three different) bonds in your portfolio: Hond with a duration of 30 years Bond D with a duration of 18 years Bond F with a duration of 25 years. constitutes have 10% of your portfolio and you are not allowed on changing this weight What percentage of your portfolio should you allocate in bond to completely immunize your portfolio? IF PLEASE INPUT THE ANSWER IN PERCENT ROUNDING IT TO ONE DECIMAL POINT

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