ANSWER NEEDED AS SOON AS POSSIBLE PLZ

Consider 2 bonds where A is a 5-year bond with coupon rate 10% paid once at the end of each year, B is a 10-year bond with coupon rate 10% paid 2 times in a year. You may assume that the nominal or face value is $100 and that the current yield is 8%.

a) Determine the market prices of A and B,

b) Determine the durations of A and B,

c) If there is a financial obligation to pay $10,000,000 at the end of 6 years, find a portfolio of bonds A and B that will immunize your risk against changes in the interest rate market. What are the number of shares of A and B in the portfolio?

e) If the yield drops to 6%, what is the diffence between the value of the portfolio and the obligation?

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