Your client has asked that you manage a bond portfolio to immunize their exposure to a personal loan that will be repaid in full by payments of $26,000 a year at the end of the next two years (i.e., one year from today and two years from today respectively).The current yield on all bonds is 12% p.a. with coupons paid annually. What face value zero-coupon bond would immunize your client's obligation?Select one: O a. $51,265.28b. $51,992.75. $51,952.92Od. $51,253.96. $51,916.72