Question TWO a$)$ Table $2$ presents Nolwazi's obligations and expected cash inflows over the next four years: Table $2$: Nolwazi's obligations and expected cash inflows The bonds shown in Table $3$ are available to Nolwazi at the present time: Table $3$: Available bonds and their characteristics Required: $($i$)$ Construct a portfolio using bonds B and C that immunizes Nolwazi against parallel shifts in the term structure. $($ii$)$ Explain the conditions under which these immunized portfolios protect Nolwazi from interest rate risk.