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10- A liability of 1 is due at time 10. An attempt is made to fully immunize this liability at ip = 0.10 using two
10- A liability of 1 is due at time 10. An attempt is made to fully immunize this liability at ip = 0.10 using two zero coupon bonds of amounts At and Ato due at times t and t2, respectively. (a) If t = 5, t2 = 15, obtain Aty and Atz. (b) If t = 5, Aty = 0.40, obtain tz and Atz. 10- A liability of 1 is due at time 10. An attempt is made to fully immunize this liability at ip = 0.10 using two zero coupon bonds of amounts At and Ato due at times t and t2, respectively. (a) If t = 5, t2 = 15, obtain Aty and Atz. (b) If t = 5, Aty = 0.40, obtain tz and Atz
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