You have an obligation to pay a fixed amount of money, say $1000 (although the amount does not matter), six years from today. You would like to hedge your position against any interest rate risk. Unfortunately, there are no six year duration bonds available. Instead, the only two bonds that are available to use for hedging purposes are Bond A and Bond B. Bond A is a 4 year maturity zero coupon bond with an interest yield of R=5%. Bond B is a 10 year coupon bond with an annual coupon equal to 70, a maturity value of $1000, and an interest yield of R=5%. To hedge your position what share should you allocate to Bond A and what share should you allocate to Bond B?