You are given the following information about a company's liabilities: Present value: 9,697 Macaulay duration: 15:24 Macaulay convexity: 242.47 The company decides to create an investment portfolio by making investments into two of the following three zero-coupon bonds: 5- year, 15-year, and 20-year. The company would like its position to be Redington immunized against small changes in yield rate. The annual effective yield rate for each of the bonds is 7-5%. Determine which of the following portfolios the company should create Invest 3,077 for the 5-year bond and 6,620 for the 20-year bond. B Invest 6,620 for the 5-year bond and 3,077 for the 20-year bond. Invest 465 for the 15-year bond and 9,232 for the 20-year bond. D Invest 4,156 for the 15-year bond and 5,541 for the 20-year bond. E Invest 9,232 for the 15-year bond and 465 for the 20-year bond