Assume the following yield curve for zero-coupon bonds: Maturity YTM 1 year 5% 2 years 6% 3 years 7% 4 years 8% 5 years 9% Assume your investment horizon is 3 years. You want to buy bonds with a 1-year and 4-year maturities. What percentage investment should be made in each bond to assure a fully immunized portfolio? None of the options are correct 25% in 1-year bond and 75% in 4-year bond 67% in 1-year bond and 33% in a 4-year bond 33 % in 1-year bond and 67% in a 4-year bond 50% in 1-year bond and 50% in 4-year bond Assume the following yield curve for zero-coupon bonds: Maturity YTM 1 year 5% 2 years 6% 3 years 7% 4 years 8% 5 years 9% Assume your investment horizon is 3 years. You want to buy bonds with a 1-year and 4-year maturities. What percentage investment should be made in each bond to assure a fully immunized portfolio? None of the options are correct 25% in 1-year bond and 75% in 4-year bond 67% in 1-year bond and 33% in a 4-year bond 33 % in 1-year bond and 67% in a 4-year bond 50% in 1-year bond and 50% in 4-year bond