A pension fund has an average duration of its liabilities equal to 8 years. The fund is looking at 5-year maturity zero-coupon bonds and 15-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 15-year maturity zero-coupon bonds respectively to immunize if there are no other assets funding the plan? A. 60%,40% B. 30%, 70% OC. 70%, 30% O D.40%, 60%