A pension fund has an average duration of its liabilities equal to 10 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? 35%,65% OA 55%, 45% OB. 50%, 50% . . 45%,55% OD