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Suppose you have the following liabilities: Liability 1: A one-time liability maturing in 4 years with the present value of $100. Liability 2: A one-time

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Suppose you have the following liabilities: Liability 1: A one-time liability maturing in 4 years with the present value of $100. Liability 2: A one-time liability maturing in 8 years with the present value of $100. To immunize your liabilities using the following two bonds, what would be the weights of the two bonds in your immunizing bond portfolio? Bond A : A zero-coupon bond with a face value of $100 and a time to maturity of 4 years. Bond B : A zero-coupon bond with a face value of $100 and a time to maturity of 12 years. A. 75% in Bond A and 25% in bond B B. 22% in Bond A and 78% in bond B C. 25% in Bond A and 75% in bond B D. 78% in Bond A and 22% in bond B E. 50% in Bond A and 50% in bond B

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