Suppose that, today, you invest in a number of bonds of Type C, such that the two immunizing conditions are satisfied today. Note that the first immunizing condition refers to the fact that the present value of assets should equal the present value of liabilities. The second condition refers to the fact that the Macaulay duration of assets should equal the Macaulay duration of liabilities. Also assume that any coupons at t=1 are re-invested in bonds of Type C at t=1. Consider the statements below. Which of these statements are correct? (i) If the yield curve remains flat at 6% pa, at t =1, i.e. in one year's time, then condition 1 is satisfied at t=1. (ii) If the yield curve remains flat at 6% pa, at t =1, i.e. in one year's time, then condition 2 is satisfied at t=1. (iii) If the yield curve remains flat at 6% pa, at t =1, i.e. in one year's time, then a re-balancing is needed at t=1. (iv) If the yield curve is flat at 7% pa, at t =1, i.e. in one year's time, then, at t=1, the present value of assets is less than the present value of the liability. (v) If the yield curve is flat at 7% pa, at t =1, i.e. in one year's time, then, at t=1, the Macaulay duration of assets is greater than the Macaulay duration of the liability.