Suppose you are trying to immunize an obligation that will be due at year 8 whose present value is $1,000 (this means that, at the current interest rate of 6%, its future value is $10001.06=$1593.85. You intend to immunize the obligation by purchasing $1,000 worth of a bond or a combination of bonds. You consider three bonds: 1. Bond 1 has 10 years remaining until maturity, a coupon rate of 6.5%, and a face value of $1,000. 2. Bond 2 has 15 years until maturity, a coupon rate of 7%, and a face value of $1,000. 3. Bond 3 has 30 years until maturity, a coupon rate of 5.5% and a face value of $1,000. To immunize the obligation do the following a. Find a combination of bonds 1 and 3 with a duration of 8. b. Find a combination of bonds 1 and 2 with a duration of 8 . c. Which portfolio (a or b) would you prefer to immunize an obligation with a duration of 8