Suppose that you want to construct an immunized portfolio by taking a long position in Bond A$,$ and

short positions in Bond B and Bond C$,$ given the following:

$$ Bond A: $6-$year maturity with $8\%$ coupon, $6\%$ YTM$,$ and $$100$ face value

$$ Bond B: $3-$year maturity with $4\%$ coupon, price of $$98,$ and $$100$ face value

$$ Bond C: $10-$year maturity zero coupon bond, price of $$85,$ and $$100$ face value

Discuss whether or how you can form an immunized portfolio that satisfies the Redington

immunization conditions.