Question: Please answer, and Explain. Thankyou! III. If the plan in the previous problem wants to fully immunize its position, how much of its portfolio should

Please answer, and Explain. Thankyou!

III. If the plan in the previous problem wants to fully immunize its position, how much of its portfolio should it allocate to two year zero coupon bonds and perpetuities, respectively, if these are only two assets funding the plan? III. If the plan in the previous problem wants to fully immunize its position, how much of its portfolio should it allocate to two year zero coupon bonds and perpetuities, respectively, if these are only two assets funding the plan

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