The bank has decided to go with a short-duration immunization strategy to reduce rising interest rate risk as we go forward. So, the bank will sell 50% of its assets and replace them with duration matched to the liabilities (5 Years). It will use 1-year zeros and perpetuities (@ 7%) to do so. 8. What will the percentage of Zeros be to accomplish this immunization strategy? 9. When the bank sells 50% of its assets and replaces with Zeros and Perpetuities having combined Duration of 5 years), what will the Weighted Average Duration of the Total Assets be for the firm? The bank has decided to go with a short-duration immunization strategy to reduce rising interest rate risk as we go forward. So, the bank will sell 50% of its assets and replace them with duration matched to the liabilities (5 Years). It will use 1-year zeros and perpetuities (@ 7%) to do so. 8. What will the percentage of Zeros be to accomplish this immunization strategy? 9. When the bank sells 50% of its assets and replaces with Zeros and Perpetuities having combined Duration of 5 years), what will the Weighted Average Duration of the Total Assets be for the firm