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Suppose that a 3-year financial investment is expected to make payments to you at the end of each of the next three years. Specifically, the payments will be A,B, and A+B at the end of years 1,2 , and 3 , respectively. Assume that you purchase this investment at time 0 for the price of 1234.95, which results in an annual effective yield of 8%. You also know the following info about this investment: annual Modified Duration or Volatility is 2.07. Find A+B. Give your answer as a decimal rounded to two places (i.e. X.XX ). Yazmine has a liability of 6000 due in four years. This liability will be met with payments of size A in two years and B in six years. Using an annual effective interest rate of 5%, Yazmine has immunized her portfolio. Find BA. Give your answer as a decimal rounded to two places (i.e. X.XX). Tran's company is required to pay a liability of 79860 three years from now. Using the strategy of immunization, Tran invests (right now at time 0) 15000 in a bond which has annual modifiedduration of 1.80 along with another investment (right now at time 0 ) of 45000 in a bond which has an annual modified-duration of K (where K>0 ). Assuming an annual effective yield rate of 10%, find K so that the portfolio is immunized. Give your answer as a decimal rounded to two places (i.e. X.XX). Note: Recall the definition of modified-duration or volatility: v=A(i)A(i) where A(i) is the present value. Remember that the negative sign is dropped when the value is written, so you will want to account for this when doing your computations