(c) is not the correct answer Assuming now . A corporation has as...

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(c) is not the correct answer

Assuming now . A corporation has as liability that requires at purchased two ero - coupon bonds that The de full immunization for this liability. 2 All 3 intruments the 2 bonds & liability) mature in 3 6 7 years. are valued at annual effective rate. that a 6% interest rate will again used to analyse the portto io I year from which of the following statements will be I. The present value of the assets equals the present value of the liability I. The modified duration of the custos equals the I. The portfolio is fully immunized. a I only 6) I & II of The portfolio is fully immunized d) All e) None. I om ily

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