6. Sheila Fanshaw, a pension fund portfolio manager is faced with the challenge of immunizing an upcoming obligation. A payment of $13.4 mm is looming on the horizon, at the end of 6 yrs. The yield to maturity on all bonds is 5.0%. 16 points If the duration of 5 year maturity bonds with coupon rates of 3.75% paid annually is 4.6 yrs and the duration of 22-yr maturity bonds with coupon rates of 4.75% (paid annually is 14 yrs. how much of each of these coupon bonds in market value should Sheila purchase to fully fund and immunize the obligation