Suppose that an insurance company sells a guaranteed investment contract $($GIC$)$ to make a $$7,300,000$ lump$-$sum payment in $3$ years. The company wishes to construct a portfolio of assets to cover this single liability, such that it is immunized against interest rate risk right now. The company is considering investing in two bonds: $(1)$ a $2-$year Treasury bond with a face value of $$1,000$ and an annual coupon rate of $3\mathrm{.}25\%$ and $(2)$ a $4-$year Treasury bond with a face value of $$1,000$ and an annual coupon rate of $4\mathrm{.}25\%.$ Both bonds make $2($semi$-$annual$)$ coupon payments per year. Thus they have $4$ periods until maturity and $8$ periods until maturity, respectively. The current yield on all bonds is $3\mathrm{.}17\%.$ How many $2-$year and $4-$year Treasury bonds should the insurance company buy in order to fully fund the liability and be immunized against interest rate risk right now?