Would appreciate if there is someone who an explain me how to solve this problem. I am having difficulties with it and i am not able to determine how to solve it on my own. I attached the request under the form of a picture

An insurance company HEE the liabilities with the following Payment pattern , Each at the End of the RESPECTIVE VEET .\\ *'YEET 3: 525 million * 'Year 7: 5 4. 2 million " "Year 20 : 560 million There are no other liabilities for the insurance company to consider . The discount rate for the liabilities is 346 . The insurance company hes the following investment opportunities in bonds and stocks .` LOUDOn Bonds Maturity "Yield Duration 4 3 2.040 10. 0/96 1 1 30 1 1 040 20 LOMIMon Stock's Stock Dividend! Curation 5.0196 20 1 1 10. 0196 10 14.356 ZERO Coupon Bonds Maturity Yield E 1.596 5. 2.0 36 2.036 10 3. 03/6 15 3.5%/6 . . WEing the information about the zero - coupon bonds , draw the yield curve and compute two forward rates of your Choice. ` . Calculate the duration of the liability . _ The insurance company desires a rate of return of 1 145 for its investments . Using the Securities listed! above , design an investment portfolio that is immunized from small interest rate changes and provides an EXPECTEd return of at least 11{`. If such a portfolio is impossible to achieve with the Securities listed above, what return can be achieved ?" `. How can the liabilities of the insurance completely immunized from Ell interest changes ?" Explain your approach and build the portfolio