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Question 11 Show that an investment that pays 22,282 at time 4 and 7,725 at time 6 satisfies the conditions for Redington immunization for liabilities

Question 11 Show that an investment that pays 22,282 at time 4 and 7,725 at time 6 satisfies the conditions for Redington immunization for liabilities of 15,000 at time 4 and 15,000 at time 5 at a 3% yield rate. (note: due to rounding answers will not match precisely.) Price condition: Modified duration condition: Convexity condition: Question 11 Show that an investment that pays 22,282 at time 4 and 7,725 at time 6 satisfies the conditions for Redington immunization for liabilities of 15,000 at time 4 and 15,000 at time 5 at a 3% yield rate. (note: due to rounding answers will not match precisely.) Price condition: Modified duration condition: Convexity condition

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