Question 4 An investor wishes to invest in two zero coupon bonds B1, B2 in such a way that, after 3 years, the value of the portfolio is $100,000. B, is a ZCB that matures in 3 years and is priced to return 3% per year. Bu is a ZCB that matures in 3 years and is priced to yield 2% per year. (i) How much does she invest now if she wants a 2.8% annual rate of return? (ii) If she invests $ V4 in B, and $ V2 in B2, write down the equations that V1, V2 must satisfy. (iii) Solve the equations you obtained in (ii) for V1, V2. (iv) What price does she pay for each of the bonds and what (integer) number of each bond should she buy to approximately satisy her requirements