Question: A client Colin Limited's pension plan obligation has a duration of 15 and a convexity of 20. Colin's immunization strategy will use 3 bonds, issued

A client Colin Limited's pension plan obligation has a duration of 15 and a convexity of 20. Colin's immunization strategy will use 3 bonds, issued by firms named Eleonore, Frissel, and Greta, respectively.

The bonds have the following parameters:

Bond	Duration	Convexity
Eleonore	9.00	29.00
Frissel	18.00	36.00
Greta	21.00	48.00

What weights should Ms. Thompson recommend for Colin's strategy?

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