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Suppose we have two zero-coupon (discount) bond ($1000 face value) with remaining time of 1 year and 4 year as the liabilities. Hypothetically how can

Suppose we have two zero-coupon (discount) bond ($1000 face value) with remaining time of 1 year and 4 year as the liabilities. Hypothetically how can we form a bullet strategy to immunize against the interest rate risk? Assume the yield curve is 3% flat.

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