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 to immunize if there are no other assets funding the plan? O A. 5496, 46% B. 4596, 5596 OOO O C. 3596, 6596 O D.36%6, 64%