Question 5 9.8 pts Which of the following is correct regarding the duration matching approach to immunization? All of the other answers are correct. None of the other answers are correct. Immunization offers full protection only in the event that a yield change applies evenly to all of the different maturities of bonds held in the portfolio. Immunization cannot be applied to portfolios in which a substantial portion of the bond holdings contain embedded options. An advanced immunization strategy protects against various credit valuation adjustments