A question on Financial Math.

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A company needs to pay L1 = $55435.89 after 3 years and pay another L2 = $14105.99 after 10 years. To fulfil the liabilities, the company can invest its wealth into following three bonds: 0 Bond A: 2-year zero coupon bond 0 Bond B: 4-year zero coupon bond 0 Bond C: 8-year zero coupon bond Suppose that the company wishes to have a portfolio which is immunized against a small change in interest rate (i.e. the company can still fulfil the obligation when there is a small change in interest rate in future) We assume that the company can buy any unit of each bond and no short-selling is allowed. The term structure is assumed to be flat ad the annual effective interest rate is currently i0 = 3.5%. Based on the above information, which of the following immunization strategies is/are feasible? Explain your answer in detail. (*Note: You may choose more than 1 answers) (A) Cash flow matching immunization (B) Redington immunization (C) Full immunization (Note: If an immunization strategy is feasible, find a_H possible portfolios and provide justification. If an immunization strategy is infeasible, please provide financial/mathematical explanations.)