A pension fund must pay $100M in 10 years (single payment). The current market interest rate is 3% at all maturities. The fund has $75M available to invest. The fund can allocate its assets between a 1-year zero and a 20-year 4% coupon bond You want to match the duration of your asset to the duration of your liabilities, how would you allocate your holdings? (Round answer to nearest integer) Allocation to 1-year zero coupon bond= $ M Allocation to 20-year 4% coupon bond= $ M