A portfolio manager wants to use perpetuities with a yield to maturity of 5.5% per year and 6 -year zero coupon bonds to immunize a liability with a duration of 8 years. What percent of the portfolio should she invest in the zero-coupon bonds? 1) 84.9% 2) 73.6% 3) 78.4% 4) 68.8% 5) 65.1%