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