You have a portfolio consisting of

25% of a 3-Year 4% coupon (semiannual) Bond

50% of 2.5 Year 8% coupon (semiannual) Bond

25% of a 1-Year 6% coupon (quarterly) Bond

The following is the semiannual compounding Spot Rate curve

Mat	Rate	Mat	Rate
0.25	6.33%	2	6.88%
0.5	6.49%	2.25	6.89%
0.75	6.62%	2.5	6.88%
1	6.71%	2.75	6.86%
1.25	6.79%	3	6.83%
1.5	6.84%	3.25	6.80%
1.75	6.87%	3.5	6.76%

Only 2-Year Zeroes and 3.5-Year 7% coupon (semiannual) Bonds are available to hedge your interest rate risk. How would you immunize your portfolio?