Question 40 2 pts -6 Your liabilities have a present value (market value) of $100 million and an average duration of 3. For your assets you may choose some combination of one-year zero coupon bonds and five-year zero coupon bonds. The market value of your assets must equal the market value of your liabilities. IX equals the amount that you invest in one-year coupon bonds and Y equals the amount that you invest in five-year zero coupon bonds, it must be true that X+Y-$100 million. The average duration of your assets must also equal the average duration of your liabilities. Which of the following equations must then also be satished by X and Y? O 5X + Y = 100 million SX - Y - 300 million OX5Y - 300 million O X-5Y - 100 million nts