You are creating a portfolio that consists of the following two bonds. Bond A Bond B Face Value 1000 1000 coupon(annual) 5% 14% Rate 8% 9% Settlement date 01-01-20 01-01-20 Maturity date 31-12-21 31-12-22 a.Calculate Modified duration for Bond A. b.Calculate Modified duration for Bond B. C. Assume that your investment horizon is 2 years and your portfolio consists only of bonds A and B. What proportion should be invested in each bond to immunize the portfolio? proportion of bond A proportion of bond B