Chapter 4 # 13. The obligation each increase by $50. The spot rate curve is s1 s2 s3 s4 s5 s6 s7 s8 s9 s10 s11 s12 7.62 8.22 8.77 9.25 9.75 10.11 10.77 10.85 11.1 11.44 11.88 11.99 Also, the two bonds available are a 12 year 6% bond and a 5 year 10% bond. You need to find the prices of these bonds yourself. Example 4.8. Find a portfolio, consisting of the two bonds described in that example, that has the same present value as the obligation stream and is immunized against an additive shift in the spot rate curve. Chapter 4 # 13. The obligation each increase by $50. The spot rate curve is s1 s2 s3 s4 s5 s6 s7 s8 s9 s10 s11 s12 7.62 8.22 8.77 9.25 9.75 10.11 10.77 10.85 11.1 11.44 11.88 11.99 Also, the two bonds available are a 12 year 6% bond and a 5 year 10% bond. You need to find the prices of these bonds yourself. Example 4.8. Find a portfolio, consisting of the two bonds described in that example, that has the same present value as the obligation stream and is immunized against an additive shift in the spot rate curve