A liability consists of a series of 20 annual payments of 25000 with the first payment to be made one year from now. The assets available to immunize this liability are seven-year and fifteen-year zero-coupon bonds. The annual effective interest rate used to value the assets and the liabilities is 6%. The liability has the same present value and duration as the asset portfolio. Calculate the amount invested in the fifteen-year zero-coupon bond. Select one: O A. 57500 O B. 87500 O C. 77500 O D. 97500 O E. 67500