Please help me write the immunization model for this question: (Reference: This is an assignment question but the course's reference is Investment Science by David G. Luenberger.) Optimal Immunization: Formulate a linear programming model to find the lowest-cost bond portfolio (using the bonds below) that matches the present value of the liabilities and dollar duration of the liabilities. The dollar duration (DD) of a stream of liabilities (l1; l2; :::; lm) is in the picture uploaded. (please pay attention to it as it is the thing which is confusing me)

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