A fund manager is managing a bond portfolio against her client's liabilities. The liability has a duration of 5 years and a market value of $100,000. The fund manager can immunize this liability using the following assets:

1) A perpetuity that pays $100 per annum.

2) A zero coupon bond with two years until maturity and a face value of $1000.

The market yield for bonds of all maturities is 10% p.a. Calculate how many of the zero coupon bonds (rounded to the nearest whole number) the investor will buy.