Question On 1/1/2018, Smith sets up an investment under an immunization strategy to meet the obligation shown: Obligation: A single payment of $10,000 on 1/1/2023 Available investments: 2-year & 10-year zero-coupon bonds Yield to maturity: 5.0%, compounded annually (for both investments) Assume that the convexity of the assets is greater than the convexity of the obligation. X = the amount invested in 2-year zero-coupon bonds. Determine X Possible Answers $3.469 B$3,819 $4,465 D$4,897 E $5,380