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Periods 10 Bond ABC FGH VWX Coupon Maturity 4.600% 12/31/2024 8.490% 12/31/2025 5.000% 12/31/2027 Price 92.401 94.029 97.429 Yield 6.40% 6.00% 5.40% 12 16 Assume

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Periods 10 Bond ABC FGH VWX Coupon Maturity 4.600% 12/31/2024 8.490% 12/31/2025 5.000% 12/31/2027 Price 92.401 94.029 97.429 Yield 6.40% 6.00% 5.40% 12 16 Assume that today is December 31, 2019. Each bond pays interest semiannually, on June 30 and December 31 every year. Construct an immunized portfolio for an investor with an investment horizon equal to six (6) years. Compute the expected yield of the portfolio you construct. Compute the total amount an investor must invest in each bond in the portfolio if s/he faces a liability equal to $100,000 in six years

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