You have liabilities of 2100 in 24 months, 100 in 18 months, 950 in 12 months, and 500 in 6 months. There are 3 bonds available for purchase in any face amount. Bond A is a 2-year 10% bond with semi-annual coupons. Bond B is a 1-year 8% bond with semi-annual coupons. Bond C is a 6- month zero-coupon bond with a yield of 2% convertible semi-annually. What face value of bond C must you purchase to exactly match the liability cash flows? (A) 357 (B) 367 (C) 377 (D) 387 (E) 397