Question 4 Complete Marked out of 1.00 The following bonds and liabilities are given: Bond A: A zero-coupon bond with a face value of $100 and a time to maturity of 2 years. . Bond B: A zero-coupon bond with a face value of $100 and a time to maturity of 16 years. Liability X: A one-time liability maturing in 6 years with the present value of $100. Liability Y: A one-time liability maturing in 4 years with the present value of $200. Suppose you have both liabilities X and Y and want to immunize your liabilities using bonds A and B. What would be the weights of two bonds in your immunizing bond portfolio? Please round your calculation to the nearest 2nd decimal. Select one: A. 79% in Bond A and 21% in bond B B. 21% in Bond A and 79% in bond B C. 50% in Bond A and 50% in bond B D. 8296 in Bond A and 18% in bond B E. 1896 in Bond A and 82% in bond B . Question 4 Complete Marked out of 1.00 The following bonds and liabilities are given: Bond A: A zero-coupon bond with a face value of $100 and a time to maturity of 2 years. . Bond B: A zero-coupon bond with a face value of $100 and a time to maturity of 16 years. Liability X: A one-time liability maturing in 6 years with the present value of $100. Liability Y: A one-time liability maturing in 4 years with the present value of $200. Suppose you have both liabilities X and Y and want to immunize your liabilities using bonds A and B. What would be the weights of two bonds in your immunizing bond portfolio? Please round your calculation to the nearest 2nd decimal. Select one: A. 79% in Bond A and 21% in bond B B. 21% in Bond A and 79% in bond B C. 50% in Bond A and 50% in bond B D. 8296 in Bond A and 18% in bond B E. 1896 in Bond A and 82% in bond B