A pension fund has an average duration of its liabilities equal to 12 years. The fund is looking at 5-year maturity zero-coupon bonds and 16-year maturity zero-coupon bonds to immunize its interest rate risk. How much of its portfolio should it allocate to the 5-year zero- coupon bonds and 16-year maturity zero-coupon bonds respectively to immunize if there are no other assets funding the plan?

	A.	36%, 64%
	B.	45%,55%
	C.	54%, 46%
	D.	35%, 65%