We would like to invest 2 000 000 USD on 4 years and we have two zero-coupon bonds: bond A with NV = 10 000 USD, with yield 6 % and maturity of 2 years and bond B with NV = 5 000 USD, with yield 5 % and maturity of 7 years. Calculate:

- Weights of both bonds in the portfolio
- Number of pieces of each bond

How would change the value of the portfolio, when yields will decrease by 2%