only one of the choices is correct

You are asked to help a client fully immunize a liability payment of 1,000,000 due in 2 years. Using a yield rate of 4.5%. Which combination of payments does not satisfy the conditions for full immunization? A is the asset amount received a periods before the liability payment and B is the asset amount received b periods after the liability payment. A-478.90; a -1; B-522,500.00; b - 2 A-500,000; a -1; B-501,061.69; b - 1.094 A - 705,415.19; a - 1.059; B - 297,754.00; b-3 A-478.468.90: a -1; B - 522,500.00; b - 1 You are asked to employ a Redington Immunization strategy for your client. Using a yield rate of 4.5% the liabilities with the following statistics: Present value of liabilities of 62.80 Volatility of 5.37 Convexity of 41.00 Which portfolio provides Redington Immunization at 4.5% yield rate? present value - 62.80; Macauley duration - 5.37; Convexity 43.70 present value - 62.80; Macauley duration - 561; Convexity 38.30 Oo oo present value - 61.80; volatility - 5.37; Convexity 43.70 present value - 62.80; Macauley duration -5.61; Convexity 43.70