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Suppose you are given the following liability cashflow dates and amounts Suppose further that you are given the following assets that are available to you

Suppose you are given the following liability cashflow dates and amounts
Suppose further that you are given the following assets that are available to you (where all of them
have a face value of $100)
Find the amount of each asset you need to buy so as to be cashflow matched.
Suppose you are given the following liability cashflow dates/amounts and zero rates.
Suppose further that you are given the following assets that are available to you (where all of them
have a face value of $100)
Page 1 of 2
Find the amount of each asset you need to buy so as to be duration matched.
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