Question: 10. Same scenario as in Questions 9 with one additional piece of information. You want to immunize yourself from interest rate to ensure that you

10. Same scenario as in Questions 9 with one additional piece of information. You want to immunize yourself from interest rate to ensure that you can take your trip. You see that there is a 2-year zero coupon bond available in the market. If you want to fully hedge against interest rate risk, what percentage of your portfolio should you invest in the zero coupon bond? Express your answer in percentage terms rounded to three decimal places (eg., 50.000 not 0.500). 10. Same scenario as in Questions 9 with one additional piece of information. You want to immunize yourself from interest rate to ensure that you can take your trip. You see that there is a 2-year zero coupon bond available in the market. If you want to fully hedge against interest rate risk, what percentage of your portfolio should you invest in the zero coupon bond? Express your answer in percentage terms rounded to three decimal places (eg., 50.000 not 0.500)
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