Answer all question but focus more on part C

A company faces a stream of obligations over the next 4 years as shown below, where the numbers denote thousands of dollars. Year 1 2 3 4 CF ('000) | 200 0 500 300 The spot rate curve is given below: Year 1 2 3 4 5 Spot Rate (%) 6.68 7.27 7.81 8.31 8.75 6 7 8 9 10 9.16 9.52 9.85 10.15 10.42 The company decides to invest in two bonds (each with face value $1,000) described as follows: Bond 1 is a 4-year 8% coupon bond, and Bond 2 is a 3-year zero-coupon bond. (a) Calculate the prices of the two bonds and the obligation. (Keep 2 decimal places, e.gxx.12) Bond 1: Bond 2: Obligation: (b) Calculate the quasi-modified durations for the two bonds and the obligation. (Keep 2 decimal places, eg xx. 12) Bond 1: Bond 2: Obligation: (c) Find a portfolio P1X1 + P2X2, where X1 and x2 denote the number of units of bonds 1 and 2, that has the same present value as the obligation stream and is immunized against a parallel shift in the spot rate curve. (Keep 2 decimal places, e.g xx.12) X1: X2: A company faces a stream of obligations over the next 4 years as shown below, where the numbers denote thousands of dollars. Year 1 2 3 4 CF ('000) | 200 0 500 300 The spot rate curve is given below: Year 1 2 3 4 5 Spot Rate (%) 6.68 7.27 7.81 8.31 8.75 6 7 8 9 10 9.16 9.52 9.85 10.15 10.42 The company decides to invest in two bonds (each with face value $1,000) described as follows: Bond 1 is a 4-year 8% coupon bond, and Bond 2 is a 3-year zero-coupon bond. (a) Calculate the prices of the two bonds and the obligation. (Keep 2 decimal places, e.gxx.12) Bond 1: Bond 2: Obligation: (b) Calculate the quasi-modified durations for the two bonds and the obligation. (Keep 2 decimal places, eg xx. 12) Bond 1: Bond 2: Obligation: (c) Find a portfolio P1X1 + P2X2, where X1 and x2 denote the number of units of bonds 1 and 2, that has the same present value as the obligation stream and is immunized against a parallel shift in the spot rate curve. (Keep 2 decimal places, e.g xx.12) X1: X2