Problem 11-11 A pension plan is obligated to make disbursements of $10 million, $2 million, and $10...

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Finance

Problem 11-11

A pension plan is obligated to make disbursements of $10million, $2 million, and $10 million at the end of each of the nextthree years, respectively. The interest rate is 9% annually. If theplan wants to fully fund and immunize its position, how much of itsportfolio should it allocate to one-year zero-coupon bonds andperpetuities, respectively, if these are the only two assetsfunding the plan? (Round your answers to 2 decimal places.Omit the "%" sign in your response.)

  Investment in one-year zero-coupon bonds  %
  Investment in perpetuity  %

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Problem 11-11A pension plan is obligated to make disbursements of $10million, $2 million, and $10 million at the end of each of the nextthree years, respectively. The interest rate is 9% annually. If theplan wants to fully fund and immunize its position, how much of itsportfolio should it allocate to one-year zero-coupon bonds andperpetuities, respectively, if these are the only two assetsfunding the plan? (Round your answers to 2 decimal places.Omit the "%" sign in your response.)  Investment in one-year zero-coupon bonds  %  Investment in perpetuity  %

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