A pension plan is obligated to make disbursements of $2 million, 53 million, and $2 million at the end of each of the next three years, respectively. The annual interest rate is 10% of the plan wants to fully fund and immunize its position, how much of its portfolio should it allocate to one-year zero coupon bonds and perpetuities, respectively, if these are the only two assets funding the plan? 80% to zero-coupon bonds, 20% to perpetulties 100% to zero-coupon bonds: 0% to perpetuities 90.54% to zero-coupon bonds, 9.46% to perpetuities 9.46% to zero-coupon bonds, 90.54% to perpetuities