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Suppose exactly 3 years have passed. Bond A has matured, par value and coupons are paid to investors. Bonds and are the only holdings in

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Suppose exactly 3 years have passed. Bond A has matured, par value and coupons are paid to investors. Bonds and are the only holdings in the portfolio, their positions are unchanged: 53 and $5 million, accordingly. The Fund's fiabilities schedule is abo unchanged. How the portfolio manager has to rebalance the portfolio to immuniteit fully? State your answer in percent and round it to two decimal places Invest Totalot x in Bond B. remainder in Bond 46 336 25.6 886 An investment fund owns the following portfolio of 3 different types of bonds: Amount Invested Bond Bond Type Par value of Coupon each bond Rate Time-to- Yield-to- Maturity Maturity Annual $2 million A coupon $100 8% Exactly 3 years 7% bond $3 million B Zero-coupon $100 bond none Exactly 5 years 10% $5 million C Perpetuity $100 4% Infinite 7%

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