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Today is 01/01/98. On 06/30/99, we make a payment of $100. We can only invest in a risk-free pure discount bond (nominal $100) that matures

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Today is 01/01/98. On 06/30/99, we make a payment of $100. We can only invest in a risk-free pure discount bond (nominal $100) that matures on 12/31/98 and in a risk-free coupon bond, nominal $100 that pays an annual interest (on 12/31) of 8% and matures on 12/31/00. Assume a flat term structure of 7%. How many units of each of the bonds should we buy in order to be perfectly immunized

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