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Question 2 2 pts Suppose in the question above, the tuition obligations have a Macaulay duration of 4.1 in years, and that you wish to

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Question 2 2 pts Suppose in the question above, the tuition obligations have a Macaulay duration of 4.1 in years, and that you wish to immunize the tuition payments by buying a single issue of a zero coupon bond. What maturity zero coupon bond should you buy? Assume annual compounding. Round your answer to 2 decimal places

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