You are managing a portfolio to pay your liabilities in 5 years time. The liability is $100,000 and your target duration is 5 years. You can invest in two zero coupon bonds. Following are is a data provided for both bonds:

	Zero Coupon (Bond A)	Zero Coupon (Bond B)
Maturity	11 year	14 years
Market Price	$1150	$1200
YTM	5%	5%

Requirement:

1. What should be the duration of asset portfolio?
2. What should be the weights of bond A and bond B in the portfolio to meet the liability in 5 years?
3. How much you shall invest today to meet the liability in 5 years.
4. How much amount you should invest in Bond A and Bond B?
5. How many of Bond A and Bond B you should include in your portfolio?