easy · Certified Financial Planner Retirement

The Keene household wants to immunize a future liability due in exactly 12 years.

Which investment's Macaulay Duration is exactly equal to its maturity, making it the perfect instrument for this match?

  1. A 20-year bond with a 12-year duration
  2. A 12-year Treasury Note
  3. A 12-year corporate bond with a 5% coupon
  4. A 12-year zero-coupon bond

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