You are running a bank and the duration of your liabilities is 4 years. You can invest in 3- and 25 -year duration assets. Assuming that the present value of your assets and liabilities are equal, what composition of these two assets eliminates interest rate risk? I would invest in a portfolio with a 50-50 split between the 3- and 25-year bond. I would invest in a portfolio with a 75-25 split between the 3- and 25-year bond. I would invest in a portfolio with a 95-5 split between the 3- and 25-year bond. I would invest in a portfolio with a 5-95 split between the 3- and 25-year bond