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You have a single liability of 100,000 payable at time 5. The valuation interest rate is i_0 = .06. You wish to attempt to immunize

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You have a single liability of 100,000 payable at time 5. The valuation interest rate is i_0 = .06. You wish to attempt to immunize this portfolio by buying two zero coupon bonds with maturities at times 3 and 10. Find the amounts of the two bonds, and verify that the portfolio is immunized

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