The term structure of interest rates is flat at 8%. You want to immunize a liability of $1,000 maturing in 7 years. To do so you may invest in a combination of the following a perpetuity with a nominal face value of 8100 and a coupon rate of 10% o a three-year zero-coupon bond with a face value of $200 a. How much would you invest in each instrument today? r\. t=1 Hint: (1-F)2 Hint: The duration of a perpetuity is given by D- b. How would your weights have changed after one year has passed as suming that the term structure of interest rates remains the same)