The clients pension plan obligation has a duration of $16$ and a convexity of $29.$ The clients immunization strategy will use $3$ bonds, issued by firms named Eleonore, Frissel, and Greta, respectively.

What weights should be recommended for the clients strategy?

The bonds have the following parameters:

Bond Duration Convexity

Eleonore $9\mathrm{.}0029\mathrm{.}00$

Frissel $21\mathrm{.}0035\mathrm{.}00$

Greta $28\mathrm{.}0056\mathrm{.}00$