We have the following bonds on the market:

• two-year zero coupon bond with a nominal value of PLN 100;
• three-year coupon bond with a nominal value of PLN 250 and a 6% annual coupon;
• four-year coupon bond with a nominal value of PLN 100 and an annual coupon of 7%.

We also have a stream of liabilities in 1, 2, 3 and 4 years respectively: PLN 3046, PLN 3490, PLN 3990, and PLN 4280. Provide what and how many annual coupon bonds (or zero coupon) are needed to create a perfect cash flow matching strategy. Is such collateral (strategy) resistant to changes in interest rates?